A simple bootstrap test for time series regression models
DOI10.1080/10485250500039403zbMATH Open1061.62048OpenAlexW2089205048MaRDI QIDQ4675952FDOQ4675952
Authors: Dingding Li 
Publication date: 6 May 2005
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250500039403
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Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
Cites Work
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests for time series econometric models
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- Significance testing in nonparametric regression based on the bootstrap.
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- A Consistent Conditional Moment Test of Functional Form
- 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
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- A consistent test of functional form via nonparametric estimation techniques
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Nonparametric tests of linearity for time series
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
Cited In (9)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- An alternative bootstrap to moving blocks for time series regression models
- On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
- Bootstraping time series regressions with integrated process
- Testing for the presence of jump components in jump diffusion models
- A bootstrap-based KPSS test for functional time series
- Bootstrap tests for simple structures in nonparametric time series regression
- A bootstrap test for the comparison of nonlinear time series
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