Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/189104 
Erscheinungsjahr: 
1990
Schriftenreihe/Nr.: 
Queen's Economics Department Working Paper No. 778
Verlag: 
Queen's University, Department of Economics, Kingston (Ontario)
Zusammenfassung: 
We propose a specification test of a parametrically specified model against a weakly specified alternative. The latter is estimated using K nonparametric nearest neighbors (K-NN) in the context of an artificial regression. We derived the asymptotic distribution under the null hypothesis and under a series of local alternatives. Monte Carlo simulations suggest that the test is quite powerful although it has a tendency to over-reject under the null hypothesis.
Schlagwörter: 
K-nearest neighbor regression
artificial nesting
nonested hypothesis
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
580.58 kB





Publikationen in EconStor sind urheberrechtlich geschützt.