On the Power of Bootstrapped Specification Tests

DOI10.1081/ETC-200028205MaRDI QIDQ3157843zbMATH OpenOpenAlexFDO

Authors Manuel Domínguez

Publication date 19 January 2005

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/etc-200028205

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

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Cites work

• A Consistent Conditional Moment Test of Functional Form
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic Theory of Integrated Conditional Moment Tests
• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap Approximations in Model Checks for Regression
• Bootstrap procedures under some non-i.i.d. models
• Comparing nonparametric versus parametric regression fits
• Consistent bootstrap tests of parametric regression functions
• Consistent model specification tests
• Consistent specification testing for conditional moment restrictions
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• Nonparametric model checks for regression
• The Bierens test under data dependence
• The Invariance Principle for a Lattice of Random Variables

Cited in

(8)

• Bootstrap inference for misspecified moment condition models
• A modified bootstrap for kernel-based specification test with heavy-tailed data
• The power of bootstrap and asymptotic tests
• Joint and marginal specification tests for conditional mean and variance models
• A bootstrap test for single index models
• Weighted residual empirical processes, martingale transformations, and model specification tests for regressions with diverging number of parameters
• Breaking the curse of dimensionality in nonparametric testing
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models

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