A simple framework for nonparametric specification testing

DOI10.1016/S0304-4076(99)00048-2zbMath0968.62046OpenAlexW2071800840MaRDI QIDQ1973427

Sara Fisher Ellison, Glenn Ellison

Publication date: 17 September 2001

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00048-2

zbMATH Keywords

quadratic formspecification testingconsistent testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (9)

Tests of additional conditional moment restrictions ⋮ Testing for discrete choice models ⋮ A robust test of specification based on order statistics ⋮ Testing conditional moment restrictions ⋮ On the performance of nonparametric specification tests in regression models ⋮ Goodness-of-fit tests for kernel regression with an application to option implied volatilities ⋮ A consistent nonparametric test of parametric regression functional form in fixed effects panel data models ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods ⋮ Unified approach to testing functional hypotheses in semiparametric contexts

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