Breunig, Christoph; Hoderlein, Stefan - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1371-1417
In this paper, we suggest and analyze a new class of specification tests for random coefficient models. These tests allow to assess the validity of central structural features of the model, in particular linearity in coefficients, generalizations of this notion like a known nonlinear functional...
