On the Power of Bootstrapped Specification Tests
From MaRDI portal
Publication:3157843
DOI10.1081/ETC-200028205zbMath1133.62376MaRDI QIDQ3157843
Publication date: 19 January 2005
Published in: Econometric Reviews (Search for Journal in Brave)
62P20: Applications of statistics to economics
62H15: Hypothesis testing in multivariate analysis
62F40: Bootstrap, jackknife and other resampling methods
Cites Work
- Unnamed Item
- Unnamed Item
- Consistent model specification tests
- Bootstrap procedures under some non-i.i.d. models
- Comparing nonparametric versus parametric regression fits
- Nonparametric model checks for regression
- Consistent bootstrap tests of parametric regression functions
- Jackknife, bootstrap and other resampling methods in regression analysis
- The Bierens test under data dependence
- Bootstrap and wild bootstrap for high dimensional linear models
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Bootstrap Approximations in Model Checks for Regression
- A Consistent Conditional Moment Test of Functional Form
- Asymptotic Theory of Integrated Conditional Moment Tests
- The Invariance Principle for a Lattice of Random Variables
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Consistent specification testing for conditional moment restrictions