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On the performance of nonparametric specification tests in regression models

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Author Info
Miles, Daniel
Mora, Juan

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 42 (2003)
Issue (Month): 3 (March)
Pages: 477-490
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Handle: RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
    Other versions:
  2. Ellison, G. & Ellison, F., 1993. "A Simple Framework for Non-Parametric Specification Testing," Harvard Institute of Economic Research Working Papers 1662, Harvard - Institute of Economic Research.
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  3. Murphy, Kevin M & Welch, Finis, 1992. "The Structure of Wages," The Quarterly Journal of Economics, MIT Press, vol. 107(1), pages 285-326, February. [Downloadable!] (restricted)
  4. Olga Cantó & Ana R. Cardoso & Juan F. Jimeno, . "Earnings inequality in Portugal and Spain: Constrats and similarities," Working Papers 98-08, FEDEA.
  5. Charles F. Manski, 2000. "Economic Analysis of Social Interactions," Journal of Economic Perspectives, American Economic Association, vol. 14(3), pages 115-136, Summer. [Downloadable!] (restricted)
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  6. Li, Q. & Wang, Suojin, 1998. "A simple consistent bootstrap test for a parametric regression function," Journal of Econometrics, Elsevier, vol. 87(1), pages 145-165, August. [Downloadable!] (restricted)
  7. DiNardo, John & Fortin, Nicole M & Lemieux, Thomas, 1996. "Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach," Econometrica, Econometric Society, vol. 64(5), pages 1001-44, September. [Downloadable!] (restricted)
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  8. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-58, November. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Manuel Vega-Gordillo & José Luis Álvarez-Arce, 2005. "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers 08/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  2. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
  3. Andrea Vaona & Guido Ascari, 2007. "Regional Inflation Persistence: Evidence from Italy," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0807, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
  4. Juan Carlos Escanciano, 2005. "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers 09/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    Other versions:
  5. Lawrence Dacuycuy, 2006. "The effects of bandwidth changes on model validity: an empirical study," Applied Economics Letters, Taylor and Francis Journals, vol. 13(10), pages 629-633, August. [Downloadable!] (restricted)
  6. Lawrence Dacuycuy, 2006. "Explaining male wage inequality in the Philippines: non-parametric and semiparametric approaches," Applied Economics, Taylor and Francis Journals, vol. 38(21), pages 2497-2511, December. [Downloadable!] (restricted)
  7. Lawrence Dacuycuy, 2005. "On distribution approximation: a simple comparative study on procedural variations of the Zheng test," Economics Bulletin, Economics Bulletin, vol. 3(11), pages 1-10. [Downloadable!]
  8. Lawrence Dacuycuy, 2006. "On the finite sampling properties of the Zheng test for omitted and irrelevant variable problems," Applied Economics Letters, Taylor and Francis Journals, vol. 13(11), pages 681-684, September. [Downloadable!] (restricted)
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