RT Generic
T1 Asymptotic and bootstrap specification tests of nonlinear in variable econometric models
A1 Delgado, Miguel A.
A1 Domínguez, Manuel A.
A1 Lavergne, Pascal
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB 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.
YR 1998
FD 1998-06
LK https://hdl.handle.net/10016/4674
UL https://hdl.handle.net/10016/4674
LA eng
DS e-Archivo
RD 3 may. 2024