A simple consistent specification test

DOI10.1016/0165-1765(93)90145-3zbMath0784.62034OpenAlexW2004259484MaRDI QIDQ1311218

Stephen G. Donald

Publication date: 23 January 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90145-3

zbMATH Keywords

parametric modelssum of squared residualsconsistent model specification testnon-parametric alternativesrandomly weighted sum of squared residuals

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03)

Cites Work

• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• A jackknife interpretation of the continuous updating estimator
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

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