Testing a Parametric Model Against a Semiparametric Alternative
提出一种检验条件均值参数模型的方法，用半参数模型替代参数备择模型，能比有限矩条件的参数检验检测到更广泛的备择假设，并通过蒙特卡洛实验和实际应用展示其有效性。
This paper describes a method for testing a parametric model of the mean of a random variable Y conditional on a vector of explanatory variables X against a semiparametric alternative. The test is motivated by a conditional moment test against a parametric alternative and amounts to replacing the parametric alternative model with a semiparametric model. The resulting semiparametric test is consistent against a larger set of alternatives than are parametric conditional moments tests based on finitely many moment conditions. The results of Monte Carlo experiments and an application illustrate the usefulness of the new test.