Publication:
Asymptotic and bootstrap specification tests of nonlinear in variable econometric models

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorDelgado, Miguel A.
dc.contributor.authorDomínguez, Manuel A.
dc.contributor.authorLavergne, Pascal
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-07-08T15:34:26Z
dc.date.available2009-07-08T15:34:26Z
dc.date.issued1998-06
dc.description.abstractWe address the issue of consistent specification testing in general econometric models definedı by multiple moment conditions. We develop two c1asses of moment conditions based tests. The first class of tests depends upon nonparametric functions that are estimated by kernel smoothers. The second class of tests depends upon a marked empirical process. Asymptotic and bootstrap versions of these tests are formally justified, and their finite sample performances are investigated by means of Monte-CarIo experiments.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/4674
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries1998-54-24
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherSpecification testing
dc.subject.otherNonlinear in variable models
dc.subject.otherSmoothers
dc.subject.otherMarked empirical processes
dc.subject.otherWild bootstrap
dc.titleAsymptotic and bootstrap specification tests of nonlinear in variable econometric models
dc.typeworking paper*
dspace.entity.typePublication
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