EconPapers    
Economics at your fingertips  
 

Asymptotic and bootstrap specification tests of nonlinear in variable econometric models

Pascal Lavergne, Manuel A. Domínguez and Miguel A. Delgado

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: We address the issue of consistent specification testing in general econometric models definedı by multiple moment conditions. We develop two c1asses of moment conditions based tests. The first class of tests depends upon nonparametric functions that are estimated by kernel smoothers. The second class of tests depends upon a marked empirical process. Asymptotic and bootstrap versions of these tests are formally justified, and their finite sample performances are investigated by means of Monte-CarIo experiments.

Keywords: Specification; testing; Nonlinear; in; variable; models; Smoothers; Marked; empirical; processes; Wild; bootstrap (search for similar items in EconPapers)
Date: 1998-06
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
https://e-archivo.uc3m.es/bitstream/handle/10016/4674/ws985424.pdf?sequence=1 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:4674

Access Statistics for this paper

More papers in DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística
Bibliographic data for series maintained by Ana Poveda ().

 
Page updated 2019-08-29
Handle: RePEc:cte:wsrepe:4674