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Latest revision as of 20:04, 19 March 2024

scientific article; zbMATH DE number 609736
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English
Semiparametric Specification Testing of Non-nested Econometric Models
scientific article; zbMATH DE number 609736

    Statements

    Semiparametric Specification Testing of Non-nested Econometric Models (English)
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    6 February 1995
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    nonlinear econometric models
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    non-nested alternatives
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    nonparametric regression
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    nonlinear least squares estimator
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    k-nearest neighbour regression
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    t-statistic
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    J-test
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    specification test
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    non-nested regression models
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    nonlinear null hypothesis
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    small-sample performance
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