A simple consistent bootstrap test for a parametric regression function

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

Q. Li, Suojin Wang

Publication date: 22 September 1999

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

zbMATH Keywords

bootstrap method; kernel estimation; partially linear model

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

62J02: General nonlinear regression

62F40: Bootstrap, jackknife and other resampling methods

65C05: Monte Carlo methods

Related Items

A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION, A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS, Block external bootstrap in partially linear models with nonstationary strong mixing error terms, A simple bootstrap test for time series regression models, Testing heteroscedasticity in nonlinear and nonparametric regressions, Bootstrap non-parametric significance test, Semiparametric estimation and testing of the trend of temperature series, Consistent specification testing for conditional moment restrictions, 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, Consistent model specification tests for time series econometric models, Nonparametric model check based on local polynomial fitting, Consistent bootstrap tests of parametric regression functions, Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence., Some higher-order theory for a consistent non-parametric model specification test, Consistent specification tests for semiparametric/nonparametric models based on series estimation methods, Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗, MONEY GROWTH AND INFLATION IN THE UNITED STATES, Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series, A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS, Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models, Nonparametric Methods in Continuous Time Model Specification, The convergence rates of the weighted bootstrap distributions for von Mises andU-statistics

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