A Model Specification Test
| dc.contributor.author | Bartels, Knut | |
| dc.date.accessioned | 2017-06-15T22:06:29Z | |
| dc.date.available | 2017-06-15T22:06:29Z | |
| dc.date.created | 2006-03-16 | |
| dc.date.issued | 1998-04-03 | |
| dc.identifier.issn | 1436-1086 | |
| dc.identifier.uri | http://edoc.hu-berlin.de/18452/4435 | |
| dc.description.abstract | A 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.iso | eng | |
| dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject | bootstrap | eng |
| dc.subject | nonlinear regression | eng |
| dc.subject | Model specification test | eng |
| dc.subject | nonparametric or semiparametric alternative | eng |
| dc.subject.ddc | 330 Wirtschaft | |
| dc.title | A Model Specification Test | |
| dc.type | book | |
| dc.identifier.urn | urn:nbn:de:kobv:11-10060806 | |
| dc.identifier.doi | http://dx.doi.org/10.18452/3783 | |
| dc.subject.dnb | 17 Wirtschaft | |
| local.edoc.container-title | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
| local.edoc.pages | 27 | |
| local.edoc.type-name | Buch | |
| local.edoc.container-type | series | |
| local.edoc.container-type-name | Schriftenreihe | |
| local.edoc.container-volume | 1998 | |
| local.edoc.container-issue | 109 | |
| local.edoc.container-year | 1998 | |
| local.edoc.container-erstkatid | 2135319-0 |
