Semiparametric Specification Testing of Non-nested Econometric Models (Q4301279)
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scientific article; zbMATH DE number 609736
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| English | Semiparametric Specification Testing of Non-nested Econometric Models |
scientific article; zbMATH DE number 609736 |
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Semiparametric Specification Testing of Non-nested Econometric Models (English)
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6 February 1995
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nonlinear econometric models
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non-nested alternatives
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nonparametric regression
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nonlinear least squares estimator
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k-nearest neighbour regression
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t-statistic
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J-test
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specification test
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non-nested regression models
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nonlinear null hypothesis
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small-sample performance
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0.8398433
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0.8208896
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0.8140135
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0.81091315
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0.8082351
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0.8063787
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