Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,109
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.
bootstrap nonlinear regression Model specification test nonparametric or semiparametric alternative