Consistent bootstrap tests of parametric regression functions

DOI10.1016/S0304-4076(99)00078-0zbMath0966.62018OpenAlexW2011969904MaRDI QIDQ1584766

Yoon-Jae Whang

Publication date: 17 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00078-0

zbMATH Keywords

bootstrapspecification testconsistent test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Bootstrap, jackknife and other resampling methods (62F40)

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Cites Work

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• A Consistent Conditional Moment Test of Functional Form
• A Conditional Kolmogorov Test
• Asymptotic Theory of Integrated Conditional Moment Tests
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Consistent Specification Testing Via Nonparametric Series Regression
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