Journal of Business & Economic Statistics
 2022
DOI: 10.1080/07350015.2022.2110879
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Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors

Xuehu Zhu
1
,
Qiming Zhang
2
,
Lixing Zhu
3
et al.

Abstract: To investigate the asymptotic properties in Section 3, we list the following assumptions.A1. M n (t) has the following expansion:

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