{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,19]],"date-time":"2026-09-19T09:44:33Z","timestamp":1789811073328,"version":"4.0.1"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2000,10,5]],"date-time":"2000-10-05T00:00:00Z","timestamp":970704000000},"content-version":"unspecified","delay-in-days":4,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,10]]},"abstract":"<jats:p>This paper proposes a new nonparametric test for conditional \nparametric distribution functions based on the first-order linear \nexpansion of the Kullback\u2013Leibler information function and \nthe kernel estimation of the underlying distributions. The test \nstatistic is shown to be asymptotically distributed standard normal \nunder the null hypothesis that the parametric distribution is \ncorrectly specified, whereas asymptotically rejecting the null with \nprobability one if the parametric distribution is misspecified. The \ntest is also shown to have power against any local alternatives \napproaching the null at rates slower than the parametric rate \n<jats:italic>n<\/jats:italic><jats:sup>\u22121\/2<\/jats:sup>. The finite sample performance of \nthe test is evaluated via a Monte Carlo simulation.<\/jats:p>","DOI":"10.1017\/s026646660016503x","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"667-691","source":"Crossref","is-referenced-by-count":50,"title":["A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS"],"prefix":"10.1017","volume":"16","author":[{"given":"John Xu","family":"Zheng","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,10,5]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660016503X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T20:13:28Z","timestamp":1557346408000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660016503X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2000,10]]}},"alternative-id":["S026646660016503X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660016503x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,10]]}}}