Rodríguez-Póo, Juan M.; Sperlich, Stefan; Vieu, Philippe - Institut d'Economie et Econométrie, Université de Genève - 2012
This paper discusses the problem of testing misspecifications in semiparametric regression models for a large family of econometric models under rather general conditions on not further specified semiparametric estimators. We focus on mainly three issues that typically arise in econometrics....