A linear approximation to the wild bootstrap in specification testing

DOI10.1007/978-3-642-57678-2_21zbMath1455.62133OpenAlexW153634588MaRDI QIDQ3297940

Knut Bartels

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_21

zbMATH Keywords

nonlinear regressionspecification testsresampling methodssimulation studies

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) General nonlinear regression (62J02)

Cites Work

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• A consistent test of functional form via nonparametric estimation techniques
• Large sample theory for U-statistics and tests of fit
• Comparing nonparametric versus parametric regression fits
• Random quadratic forms and the bootstrap for \(U\)-statistics
• Nonparametric model checks for regression
• Jackknife, bootstrap and other resampling methods in regression analysis
• A Consistent Conditional Moment Test of Functional Form
• Asymptotic Theory of Integrated Conditional Moment Tests

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