On the performance of nonparametric specification tests in regression models

DOI10.1016/S0167-9473(02)00227-XMaRDI QIDQ951882zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 4 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00227-x

zbMATH Keywords

nonparametric specification testswage equations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Cites work

• A Consistent Conditional Moment Test of Functional Form
• A consistent test of functional form via nonparametric estimation techniques
• A simple consistent bootstrap test for a parametric regression function
• A simple framework for nonparametric specification testing
• Asymptotic Theory of Integrated Conditional Moment Tests
• Bootstrap Approximations in Model Checks for Regression
• Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
• Comparing nonparametric versus parametric regression fits
• Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
• Nonparametric model checks for regression

Cited in

(10)

• Second special issue on computational econometrics
• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
• scientific article; zbMATH DE number 4043058 (Why is no real title available?)
• Specification testing and nonparametric estimation of the human capital model
• Goodness-of-fit tests for functional data
• scientific article; zbMATH DE number 3874464 (Why is no real title available?)
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
• Rejoinder on: ``An updated review of goodness-of-fit tests for regression models
• An updated review of goodness-of-fit tests for regression models
• Comments on: ``An updated review of goodness-of-fit tests for regression models

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