Semiparametric Testing in Non-nested Econometric Models

Delgado, Miguel A.; Stengos, Thanasis

Semiparametric Testing in Non-nested Econometric Models

Autor(es): Delgado, Miguel A.; Stengos, Thanasis

Editorial: Blackwell

Fecha de edición: 1994

Cita: Review of Economic Studies. 1994, vol. 61, nº. 2, p. 291-303

ISSN: 1467-937X

Revisado: PeerReviewed

Versión del editor: http://links.jstor.org/sici?sici=0034-6527%28199404%2961%3A2%3C291%3ASSTONE%3E2.0.CO%3B2-W

URI: http://hdl.handle.net/10016/2390

Derechos: © The Review of Economic Studies Limited

Resumen:

We propose a specification test of parametrically specified nonlinear model against a weakly specified non-nested alternative. We estiamte the alternative model by using nonparametric regression (nearest righbours). The test is based on the t-statistic of an a [+]

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