A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

DOI10.1081/ETC-100104079zbMath1035.62034MaRDI QIDQ4406235

Yiguo Sun, Thanasis Stengos

Publication date: 25 August 2003

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

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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