Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189104 
Year of Publication: 
1990
Series/Report no.: 
Queen's Economics Department Working Paper No. 778
Publisher: 
Queen's University, Department of Economics, Kingston (Ontario)
Abstract: 
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.
Subjects: 
K-nearest neighbor regression
artificial nesting
nonested hypothesis
Document Type: 
Working Paper

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