Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971): Difference between revisions

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scientific article; zbMATH DE number 1895707

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English	Consistent specification tests for semiparametric/nonparametric models based on series estimation methods	scientific article; zbMATH DE number 1895707

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scholarly article

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title

Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (English)

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Journal of Econometrics

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publication date

9 April 2003

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zbMATH Keywords

Consistent tests

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Semiparametric models

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Series estimation

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Wild bootstrap

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MaRDI profile type

Publication

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cites work

Goodness-of-fit tests for kernel regression with an application to option implied volatilities

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The central limit theorem and the law of iterated logarithm for empirical processes under local conditions

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A Conditional Kolmogorov Test

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Q3906818

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Consistent model specification tests

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A Consistent Conditional Moment Test of Functional Form

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Asymptotic Theory of Integrated Conditional Moment Tests

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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

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Sieve Extremum Estimates for Weakly Dependent Data

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On shape-preserving probabilistic wavelet approximators

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Testing the equality of nonparametric regression curves

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Significance testing in nonparametric regression based on the bootstrap.

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Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship

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Series estimation of semilinear models

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A simple framework for nonparametric specification testing

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Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques

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Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

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Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

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Direct estimation of low-dimensional components in additive models.

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Bootstrapping general empirical measures

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Testing additivity in generalized nonparametric regression models with estimated parameters

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Comparing nonparametric versus parametric regression fits

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Consistent Specification Testing Via Nonparametric Series Regression

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An equality test across nonparametric regressions

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Nonparametric Selection of Regressors: The Nonnested Case

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Q3997990

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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry

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A simple consistent bootstrap test for a parametric regression function

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EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS

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A kernel method of estimating structured nonparametric regression based on marginal integration

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The existence and asymptotic properties of a backfitting projection algorithm under weak conditions

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An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models

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Fitting a bivariate additive model by local polynomial regression

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Q4839388

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Root-N-Consistent Semiparametric Regression

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Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series

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Consistent Nonparametric Entropy-Based Testing

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NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS

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CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

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Additive regression and other nonparametric models

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Nonparametric model checks for regression

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A consistent test of functional form via nonparametric estimation techniques

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full work available at URL

https://doi.org/10.1016/s0304-4076(02)00198-7

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Identifiers

zbMATH Open document ID

1027.62027

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DOI

10.1016/S0304-4076(02)00198-7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1868971

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