A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

Comparing Nonparametric Versus Parametric Regression Fits

Wolfgang Karl Härdle, Enno Mammen · The Annals of Statistics · 1993 · 1.2K citations · Full text

Social Sciences, Economics, Cost-utility Analysis +14

On the Consistency of Bayes Estimates

Persi Diaconis, David A. Freedman · The Annals of Statistics · 1986 · 624 citations

Natural Sciences, Mathematics, Bayesian Data Analysis +14

A consistent test of functional form via nonparametric estimation techniques

John Xu Zheng · Journal of Econometrics · 1996 · 492 citations

Social Sciences, Biostatistics, Econometrics +8

Central limit theorem for integrated square error of multivariate nonparametric density estimators

Peter Hall · Journal of Multivariate Analysis · 1984 · 481 citations

Natural Sciences, Biostatistics, Statistics +9

Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

Yanqin Fan, Qi Li · Econometrica · 1996 · 427 citations

Social Sciences, Biostatistics, Econometrics +16