A simple consistent specification test

DOI10.1016/0165-1765(93)90145-3MaRDI QIDQ1311218zbMATH OpenOpenAlexFDO

Authors Stephen G. Donald

Publication date 23 January 1994

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(93)90145-3

zbMATH Keywords

parametric modelssum of squared residualsconsistent model specification testnon-parametric alternativesrandomly weighted sum of squared residuals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Density estimation (62G07) Nonparametric hypothesis testing (62G10)

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• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

Cites work

• A jackknife interpretation of the continuous updating estimator
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form

Cited in

(12)

• Single tests for contacts
• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
• Some higher-order theory for a consistent non-parametric model specification test
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
• Consistent Specification Testing Via Nonparametric Series Regression
• Specification testing in parametric trending models with unknown errors
• A consistent model specification test with mixed discrete and continuous data
• Simplified small exponent test for batch verification
• A robust test of specification based on order statistics
• The IOS Test for Model Misspecification
• Hahn-Hausman test as a specification test

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