A consistent test for the parametric distribution of regression disturbances

MaRDI QIDQ2767965zbMATH OpenFDO

Authors Badi H. Baltagi, Qi Li

Publication date 7 April 2002

zbMATH Keywords

bootstrapgoodness of fit testnonlinear regression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

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Cited in

(4)

• Consistent bootstrap tests of parametric regression functions
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Tests of Disorder of Regression: Asymptotic Comparison
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS

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