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1998-04-03Buch DOI: 10.18452/3783
A Model Specification Test
dc.contributor.authorBartels, Knut
dc.date.accessioned2017-06-15T22:06:29Z
dc.date.available2017-06-15T22:06:29Z
dc.date.created2006-03-16
dc.date.issued1998-04-03
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4435
dc.description.abstractA 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectbootstrapeng
dc.subjectnonlinear regressioneng
dc.subjectModel specification testeng
dc.subjectnonparametric or semiparametric alternativeeng
dc.subject.ddc330 Wirtschaft
dc.titleA Model Specification Test
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10060806
dc.identifier.doihttp://dx.doi.org/10.18452/3783
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages27
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1998
local.edoc.container-issue109
local.edoc.container-year1998
local.edoc.container-erstkatid2135319-0

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