A model specification test

A general model specification test of a parametric model against a nonparametric or semiparametric alternative is studied. The test statistic employs a fixed kernel, not varying by a bandwidth. This test is proved to be consistent, the asymptotic distribution is derived and shown to be approximated by a bootstrap procedure.

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Year of publication:	1998
Authors:	Bartels, Knut
Publisher:	Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Subject:	bootstrap \| nonlinear regression \| Model specification test \| nonparametric or semiparametric alternative

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Series:	SFB 373 Discussion Paper ; 1998,109
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	722057814 [GVK] hdl:10419/61242 [Handle] RePEc:zbw:sfb373:1998109 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010309854