Delgado, Miguel A.Arteaga-Molina, Luis A.Universidad Carlos III de Madrid. Departamento de Economía2019-01-302019-01-302019-012340-5031https://hdl.handle.net/10016/27981This article proposes tests for constancy of coefficients in semi-varying coefficients models. The testing procedure resembles in spirit the union-intersection parameter stability tests in time series, where observations are sorted according to the explanatory variable responsible for the coefficients varying. The test can be applied to model specification checks of interactive effects in linear regression models. Because test statistics are not asymptotically pivotal, critical values and p-values are estimated using a bootstrap technique. The finite sample properties of the test are investigated by means of Monte Carlo experiments, where the new proposal is compared to existing tests based on smooth estimates of the unrestricted model. We also report an application to returns of education modelingapplication/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaVarying coefficient modelsModel checksU-I testsConcomitantsInteractive effects model checksworking paperC12C14C52open accessDT/0000001658