Specification testing when the null is nonparametric or semiparametric

DOI10.1017/S0266466614000504zbMATH Open1441.62854OpenAlexW2139026783MaRDI QIDQ3465604FDOQ3465604

Authors: Stefan Sperlich, Philippe Vieu, Juan Rodriguez-Poo 

Publication date: 22 January 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000504

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cites Work

• Subsampling
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Nonparametric smoothing and lack-of-fit tests
• Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
• Data-driven rate-optimal specification testing in regression models
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• A consistent test of functional form via nonparametric estimation techniques
• Bootstrapping general empirical measures
• Optimal global rates of convergence for nonparametric regression
• An updated review of goodness-of-fit tests for regression models
• Weak and strong uniform consistency of kernel regression estimates
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
• Nonparametric Censored and Truncated Regression
• Comparison of Separable Components in Different Samples
• Structural Tests in Additive Regression
• A comparison of different nonparametric methods for inference on additive models
• Goodness‐of‐fit tests for parametric models in censored regression
• Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions

Cited In (3)

• Nonparametric estimation of stochastic frontier models with weak separability
• Nonparametric Specification Testing of Conditional Asset Pricing Models
• SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT

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