A model specification test

Name: A model specification test
Creator: Bartels, Knut
Keywords: bootstrap,nonlinear regression,Model specification test,nonparametric or semiparametric alternative, nonlinear regression, ddc:330, 330 Wirtschaft, 0502 economics and business, 05 social sciences, nonparametric or semiparametric alternative, 17 Wirtschaft, 0101 mathematics, Model specification test

Bartels, Knut

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Book . 1998

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Research Papers in Economics

Preprint . 1998

Full-Text: https://www.econstor.eu/bitstream/10419/61242/1/722057814.pdf

Data sources: Research Papers in Economics

EconStor

Research . 1998

Data sources: EconStor

A model specification test

descriptionPublicationkeyboard_double_arrow_right Research , Book , Preprint 01 Jan 1998 Germany English Publisher:Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Authors: Bartels, Knut;

handle: 10419/61242

A model specification test

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Abstract

A general model specification test of a parametric model against a nonparametric or semiparametric alternative is studied. The test statistic employs a fixed kernel, not varying by a bandwidth. This test is proved to be consistent, the asymptotic distribution is derived and shown to be approximated by a bootstrap procedure.

Country

Germany

Related Organizations

Humboldt-Universität zu Berlin
Germany

Keywords

bootstrap,nonlinear regression,Model specification test,nonparametric or semiparametric alternative, nonlinear regression, ddc:330, 330 Wirtschaft, nonparametric or semiparametric alternative, 17 Wirtschaft, Model specification test, bootstrap

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