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

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)

Recommendations

• Tests of specification for parametric and semiparametric models
• Semiparametric Specification Testing of Non-nested Econometric Models
• Unified approach to testing functional hypotheses in semiparametric contexts
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Consistent Specification Testing Via Nonparametric Series Regression

Cites work

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

Cited in

(4)

• Nonparametric Specification Testing of Conditional Asset Pricing Models
• Semiparametric independence testing for time series of counts and the role of the support
• Guest editorial. Specification testing
• Nonparametric estimation of stochastic frontier models with weak separability

This page was built for publication: Specification testing when the null is nonparametric or semiparametric

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3465604)