Nonparametric Regression Tests Based on Least Squares

Adonis Yatchew

Econometric Theory, 1992, vol. 8, issue 4, 435-451

Abstract: This paper proposes tests on semiparametric models based on the sum of squared residuals from a least-squares procedure. Smoothness conditions are imposed on the nonparametric portion of the model to obtain asymptotic normality of the sum of squared residuals. The approach yields tests of specification, significance, smoothness and concavity and allows for heteroskedastic residuals.

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:8:y:1992:i:04:p:435-451_01

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