A simple consistent bootstrap test for a parametric regression function

DOI10.1016/S0304-4076(98)00011-6zbMath0943.62031MaRDI QIDQ1305653

Suojin Wang, Q. Li

Publication date: 22 September 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

bootstrap methodkernel estimationpartially linear model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

Related Items (90)

Nonparametric state price density estimation using constrained least squares and the bootstrap ⋮ Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system ⋮ An adaptive empirical likelihood test for parametric time series regression models ⋮ Model diagnostics of parametric Tobit model based on cumulative residuals ⋮ Unnamed Item ⋮ Nonparametric estimation and testing of fixed effects panel data models ⋮ SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE ⋮ Specification testing in discretized diffusion models: theory and practice ⋮ Fiscal policy and asset markets: a semiparametric analysis ⋮ TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS ⋮ Testing and imposing Slutsky symmetry in nonparametric demand systems ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE ⋮ MONEY GROWTH AND INFLATION IN THE UNITED STATES ⋮ Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable ⋮ Powerful nonparametric checks for quantile regression ⋮ Adaptive testing using data-driven method selecting smoothing parameters ⋮ Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks ⋮ Semiparametric estimation and testing of smooth coefficient spatial autoregressive models ⋮ Consistent GMM Residuals-Based Tests of Functional Form ⋮ SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Testing for the presence of jump components in jump diffusion models ⋮ A martingale-difference-divergence-based test for specification ⋮ A modified bootstrap for kernel-based specification test with heavy-tailed data ⋮ Another look at the income elasticity of non-point source air pollutants: a semiparametric approach ⋮ A nonparametric \(R^2\) test for the presence of relevant variables ⋮ Goodness-of-fit test for partial functional linear model with errors in scalar covariates ⋮ Nonparametric estimation of stochastic frontier models with weak separability ⋮ Goodness-of-fit test for hazard rate ⋮ Long-range dependent time series specification ⋮ Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects ⋮ A specification test for nonlinear nonstationary models ⋮ A consistent model specification test with mixed discrete and continuous data ⋮ Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis ⋮ The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics ⋮ INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS ⋮ Testing a Specification Form in Single Functional Index Model ⋮ Non‐parametric Regression Tests Using Dimension Reduction Techniques ⋮ Regression discontinuity designs with unknown discontinuity points: testing and estimation ⋮ Smooth coefficient estimation of a seemingly unrelated regression ⋮ A consistent bootstrap procedure for nonparametric symmetry tests ⋮ Omnibus test for covariate effects in conditional copula models ⋮ A projection-based consistent test incorporating dimension-reduction in partial linear models ⋮ Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ ⋮ On the performance of nonparametric specification tests in regression models ⋮ Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models ⋮ NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY ⋮ Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements ⋮ Consistent specification testing for conditional moment restrictions ⋮ Block external bootstrap in partially linear models with nonstationary strong mixing error terms ⋮ A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION ⋮ Breaking the curse of dimensionality in nonparametric testing ⋮ A simple bootstrap test for time series regression models ⋮ Power Assessment of a New Test of Independence ⋮ Testing heteroscedasticity in nonlinear and nonparametric regressions ⋮ Projection-based consistent test for linear regression model with missing response and covariates ⋮ PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ Bootstrap non-parametric significance test ⋮ A consistent nonparametric test of parametric regression functional form in fixed effects panel data models ⋮ Efficiency of thin and thick markets ⋮ Specification tests for the propensity score ⋮ A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS ⋮ Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence ⋮ Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series ⋮ Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable ⋮ A scalable nonparametric specification testing for massive data ⋮ Semiparametric estimation and testing of the trend of temperature series ⋮ NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY ⋮ A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS ⋮ Nonparametric model check based on local polynomial fitting ⋮ Specification testing in nonlinear and nonstationary time series autoregression ⋮ Consistent bootstrap tests of parametric regression functions ⋮ Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing ⋮ Consistent model specification tests for time series econometric models ⋮ Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Nonparametric Methods in Continuous Time Model Specification ⋮ A joint test for parametric specification and independence in nonlinear regression models ⋮ Testing Additive Separability of Error Term in Nonparametric Structural Models ⋮ Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes ⋮ Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. ⋮ Specification test for panel data models with interactive fixed effects ⋮ Some higher-order theory for a consistent non-parametric model specification test ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods ⋮ Parametric approximations of nonparametric frontiers ⋮ Nonparametric specification tests for conditional duration models ⋮ A nonparametric test for changing trends ⋮ Unified approach to testing functional hypotheses in semiparametric contexts

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Consistent model specification tests
• A consistent test of functional form via nonparametric estimation techniques
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Diagnostic testing and evaluation of maximum likelihood models
• Von Mises calculus for statistical functionals
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• On the Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic
• Convergence rates for parametric components in a partly linear model
• A nonparametric test for poolability using panel data
• Testing goodness-of-fit in regression via order selection criteria
• Comparing nonparametric versus parametric regression fits
• Tests of specification for parametric and semiparametric models
• The Edgeworth expansion for U-statistics of degree two
• Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
• A nonparametric test of fit of a parametric model
• CONSISTENT MODEL SPECIFICATION TESTS
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Root-N-Consistent Semiparametric Regression
• A Consistent Conditional Moment Test of Functional Form
• Semiparametric Specification Testing of Non-nested Econometric Models
• Asymptotic Theory of Integrated Conditional Moment Tests
• NONPARAMETRIC SIGNIFICANCE TESTING
• Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests
• A Goodness-of-Fit Test for Binary Regression Models, Based on Smoothing Methods
• Nonparametric Selection of Regressors: The Nonnested Case
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Consistent Nonparametric Entropy-Based Testing
• The bootstrap and Edgeworth expansion

This page was built for publication: A simple consistent bootstrap test for a parametric regression function