Semiparametric Specification Testing of Non-nested Econometric Models

DOI10.2307/2297982zbMath0805.62097OpenAlexW2072124480MaRDI QIDQ4301279

Miguel A. Delgado, Thanasis Stengos

Publication date: 6 February 1995

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7822c02b7df4a87195461f26e08ade9e1ee3775f

zbMATH Keywords

nonparametric regressionspecification testnonlinear econometric modelsnonlinear least squares estimatort-statisticsmall-sample performancenon-nested regression modelsJ-testk-nearest neighbour regressionnon-nested alternativesnonlinear null hypothesis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05)

Related Items (7)

k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Nonparametric tests for model selection with time series data ⋮ BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS ⋮ A simple framework for nonparametric specification testing ⋮ Bootstrapping J-type tests for non-nested regression models ⋮ A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom ⋮ A simple consistent bootstrap test for a parametric regression function

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