Asymptotic and bootstrap specification tests of nonlinear in variable econometric models

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dc.contributor.author Delgado, Miguel A.
dc.contributor.author Domínguez, Manuel A.
dc.contributor.author Lavergne, Pascal
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2009-07-08T15:34:26Z
dc.date.available 2009-07-08T15:34:26Z
dc.date.issued 1998-06
dc.identifier.uri http://hdl.handle.net/10016/4674
dc.description.abstract We 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.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries 1998-54-24
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Specification testing
dc.subject.other Nonlinear in variable models
dc.subject.other Smoothers
dc.subject.other Marked empirical processes
dc.subject.other Wild bootstrap
dc.title Asymptotic and bootstrap specification tests of nonlinear in variable econometric models
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
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