2 papers
econ.EM2019
A Consistent LM Type Specification Test for Semiparametric Panel Data Models
Ivan Korolev
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed effects. The test statistic resembles the Lagrange Multiplier (LM)…
econ.EM2018
LM-BIC Model Selection in Semiparametric Models
Ivan Korolev
This paper studies model selection in semiparametric econometric models. It develops a consistent series-based model selection procedure based on a Bayesian Information Criterion (…