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.

MoreLess

Year of publication:	1998
Authors:	Bartels, Knut
Institutions:	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Subject:	bootstrap \| nonlinear regression \| Model specification test \| nonparametric or semiparametric alternative

More details

Extent:	application/pdf
Series:	SFB 373 Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1998,109
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010956457