Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/61242
Authors: 
Bartels, Knut
Year of Publication: 
1998
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,109
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.
Subjects: 
bootstrap
nonlinear regression
Model specification test
nonparametric or semiparametric alternative
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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