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The same analysis can be applied to cases as varied as testing for omission of variables, testing certain nonlinear restrictions in the regressors, and testing the correct specification of some parametric or semiparametric model of interest, for example, testing a certain type of nonlinearity of the regression function. Furthermore, the test can be applied to i.i.d. and time-series data, and some or all of the regressors are allowed to be discrete. A Monte Carlo simulation is used to assess the performance of the test in small and medium samples.<\/jats:p>","DOI":"10.1017\/s0266466600007763","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:46:55Z","timestamp":1236685615000},"page":"451-477","source":"Crossref","is-referenced-by-count":42,"title":["A Consistent Model Specification Test for Nonparametric Estimation of Regression Function Models"],"prefix":"10.1017","volume":"9","author":[{"given":"Pedro L.","family":"Gozalo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600007763_ref009","doi-asserted-by":"publisher","DOI":"10.1017\/CCOL0521382483"},{"key":"S0266466600007763_ref002","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1983.10478031"},{"key":"S0266466600007763_ref005","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(87)90086-8"},{"key":"S0266466600007763_ref001","doi-asserted-by":"publisher","DOI":"10.2307\/2938259"},{"key":"S0266466600007763_ref019","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1977.10481012"},{"key":"S0266466600007763_ref015","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.1983.tb00368.x"},{"key":"S0266466600007763_ref003","volume-title":"Advances in Econometrics","author":"Bierens","year":"1987"},{"key":"S0266466600007763_ref012","doi-asserted-by":"publisher","DOI":"10.2307\/2938225"},{"key":"S0266466600007763_ref014","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177704472"},{"key":"S0266466600007763_ref016","doi-asserted-by":"publisher","DOI":"10.1007\/BF02482541"},{"key":"S0266466600007763_ref020","first-page":"359","article-title":"Smooth regression analysis","volume":"26","author":"Watson","year":"1964","journal-title":"Sankhya"},{"key":"S0266466600007763_ref017","doi-asserted-by":"publisher","DOI":"10.2307\/1912705"},{"key":"S0266466600007763_ref011","doi-asserted-by":"publisher","DOI":"10.2307\/2951681"},{"key":"S0266466600007763_ref004","volume-title":"A consistent Hausman-type model specification test","author":"Bierens","year":"1987"},{"key":"S0266466600007763_ref006","volume-title":"Handbook of Econometrics","author":"Deaton","year":"1986"},{"key":"S0266466600007763_ref007","doi-asserted-by":"publisher","DOI":"10.2307\/3315046"},{"key":"S0266466600007763_ref010","first-page":"986","article-title":"Investigating smooth multiple regression by the method of average derivative","volume":"84","author":"H\u00e4rdle","year":"1989","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466600007763_ref008","volume-title":"Nonparametric analysis of Engle curves","author":"Gozalo","year":"1989"},{"key":"S0266466600007763_ref013","doi-asserted-by":"publisher","DOI":"10.1137\/1109020"},{"key":"S0266466600007763_ref018","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728190"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600007763","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,15]],"date-time":"2019-05-15T18:50:06Z","timestamp":1557946206000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600007763\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1993,6]]},"references-count":20,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1993,6]]}},"alternative-id":["S0266466600007763"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600007763","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1993,6]]}}}