Consistent specification tests for semiparametric/nonparametric models based on series estimation methods

DOI10.1016/S0304-4076(02)00198-7zbMath1027.62027OpenAlexW2150197253MaRDI QIDQ1868971

Joel Zinn, Cheng Hsiao, Q. Li

Publication date: 9 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00198-7

zbMATH Keywords

Consistent testsSemiparametric modelsSeries estimationWild bootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

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