A nonparametric test of additivity in generalized nonparametric regression with estimated parameters

Gonzalo, P. L. & Linton, O. (2001). A nonparametric test of additivity in generalized nonparametric regression with estimated parameters. Journal of Econometrics, 104(1), 1-48. https://doi.org/10.1016/S0304-4076(01)00049-5
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