• Media type: E-Book; Report
  • Title: A model specification test
  • Contributor: Bartels, Knut [Author]
  • imprint: Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 1998
  • Language: English
  • Keywords: Model specification test ; bootstrap ; nonparametric or semiparametric alternative ; nonlinear regression
  • Origination:
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  • Description: A general model specification test of a parametric model against a nonparametric or semiparametric alternative is studied. The test statistic employs a fixed kernel, not varying by a bandwidth. This test is proved to be consistent, the asymptotic distribution is derived and shown to be approximated by a bootstrap procedure.
  • Access State: Open Access