On the Power of Bootstrapped Specification Tests

DOI10.1081/ETC-200028205zbMath1133.62376OpenAlexW1981512907MaRDI QIDQ3157843

Manuel Domínguez

Publication date: 19 January 2005

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-200028205

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Joint and marginal specification tests for conditional mean and variance models ⋮ Breaking the curse of dimensionality in nonparametric testing

Cites Work

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• Consistent model specification tests
• Bootstrap procedures under some non-i.i.d. models
• Comparing nonparametric versus parametric regression fits
• Nonparametric model checks for regression
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• The Bierens test under data dependence
• Bootstrap and wild bootstrap for high dimensional linear models
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
• Bootstrap Approximations in Model Checks for Regression
• A Consistent Conditional Moment Test of Functional Form
• Asymptotic Theory of Integrated Conditional Moment Tests
• The Invariance Principle for a Lattice of Random Variables
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Consistent specification testing for conditional moment restrictions

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