On the performance of nonparametric specification tests in regression models
From MaRDI portal
Publication:951882
DOI10.1016/S0167-9473(02)00227-XzbMATH Open1429.62161OpenAlexW2163555938MaRDI QIDQ951882FDOQ951882
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
Recommendations
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent model specification tests
- scientific article; zbMATH DE number 5770649
- Specification tests in nonparametric regression
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Applications of statistics to economics (62P20)
Cites Work
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- Nonparametric model checks for regression
- Bootstrap Approximations in Model Checks for Regression
- A Consistent Conditional Moment Test of Functional Form
- Asymptotic Theory of Integrated Conditional Moment Tests
- A consistent test of functional form via nonparametric estimation techniques
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- A simple framework for nonparametric specification testing
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
Cited In (10)
- Second special issue on computational econometrics
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- Title not available (Why is that?)
- Specification testing and nonparametric estimation of the human capital model
- Goodness-of-fit tests for functional data
- Title not available (Why is that?)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- An updated review of goodness-of-fit tests for regression models
This page was built for publication: On the performance of nonparametric specification tests in regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951882)
