Guest editorial. Specification testing

DOI10.1016/J.JECONOM.2007.08.007zbMATH Open1420.00041OpenAlexW4247389725MaRDI QIDQ291095FDOQ291095

Authors:

Publication date: 6 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.007

Recommendations

• A simple framework for nonparametric specification testing
• Specification testing with estimated variables
• Model specification tests against non-nested alternatives
• Tests of specification for parametric and semiparametric models
• Specification testing when the null is nonparametric or semiparametric

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

Cites Work

• Martingale Approach in the Theory of Goodness-of-Fit Tests
• A quadratic measure of deviation of two-dimensional density estimates and a test of independence
• Remarks on a Multivariate Transformation
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• Global power functions of goodness of fit tests.
• Weak convergence of the sample distribution function when parameters are estimated
• A Conditional Kolmogorov Test
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• A consistent test of functional form via nonparametric estimation techniques
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• Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
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