A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is
This paper considers testing additive error structure in nonparametric structural models, against the alternative hypothesis that the random error term enters the nonparametric model non-additively. We propose a test statistic under a set of identification conditions considered by Hoderlein, Su and White (2012), which require the existence of a control variable such that the regressor is independent of the error term given the control variable. The test statistic is motivated from thedoi:10.1080/07474938.2014.956621 fatcat:is44m6g7g5c3xim7tgdunvp3oq