A simple framework for nonparametric specification testing

DOI10.1016/S0304-4076(99)00048-2zbMath0968.62046OpenAlexW2071800840MaRDI QIDQ1973427

Sara Fisher Ellison, Glenn Ellison

Publication date: 17 September 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00048-2

zbMATH Keywords

quadratic formspecification testingconsistent testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items

Tests of additional conditional moment restrictions, Testing for discrete choice models, A robust test of specification based on order statistics, Testing conditional moment restrictions, On the performance of nonparametric specification tests in regression models, Goodness-of-fit tests for kernel regression with an application to option implied volatilities, A consistent nonparametric test of parametric regression functional form in fixed effects panel data models, Consistent specification tests for semiparametric/nonparametric models based on series estimation methods, Unified approach to testing functional hypotheses in semiparametric contexts

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Consistent model specification tests
• A consistent test of functional form via nonparametric estimation techniques
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Diagnostic testing and evaluation of maximum likelihood models
• Functional limit theorems for random quadratic forms
• Model specification testing of time series regressions
• Stochastic convergence of weighted sums of random elements in linear spaces
• Comparing nonparametric versus parametric regression fits
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• On the use of nonparametric regression for model checking
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• A Consistent Conditional Moment Test of Functional Form
• Specification Tests in Econometrics
• Semiparametric Specification Testing of Non-nested Econometric Models
• Asymptotic Theory of Integrated Conditional Moment Tests
• Testing for Polynomial Regression Using Nonparametric Regression Techniques
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• A Nonparametric Estimate of a Multivariate Density Function