A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

DOI10.1017/S0266466606060506zbMath1170.62318OpenAlexW2129964859MaRDI QIDQ91783

J. Carlos Escanciano, Juan Carlos Escanciano

Publication date: 3 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466606060506

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

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