Consistent model specification tests based on \(k\)-nearest-neighbor estimation method

DOI10.1016/j.jeconom.2016.03.004zbMath1431.62189OpenAlexW2442619139MaRDI QIDQ2630357

Ruixuan Liu, Hong Jun Li, Q. Li

Publication date: 27 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.03.004

zbMATH Keywords

bootstrapempirical applicationconsistent test\(k\)-nearest-neighbor method

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)

Related Items (6)

\(k\)NN estimation in functional partial linear modeling ⋮ Optimal minimax rates of specification testing with data-driven bandwidth ⋮ Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors ⋮ Consistent specification test for partially linear models with the k-nearest-neighbor method ⋮ Efficiency of thin and thick markets ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS

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