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• Oliver Bruce Linton

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Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1106.

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Length: 37 pages
Date of creation: Jun 1995
Date of revision:
Handle: RePEc:cwl:cwldpp:1106

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Related research

Keywords: Conditional independence; empirical distribution; independence; nonparametric; smooth bootstrap; test;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

References listed on IDEAS
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1. J. L. Horowitz, . "Bootstrap Methods In Econometrics: Theory And Numerical Performance," Sonderforschungsbereich 373 1995-63, Humboldt Universitaet Berlin.
2. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-59, September. [Downloadable!] (restricted)
   Other versions:
   • Yongmiao Hong & Halbert White, 1994. "Consistent Specification Testing via Nonparametric Series Regression," University of California at San Diego, Economics Working Paper Series 91-39r, Department of Economics, UC San Diego.
3. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
4. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
5. L. Yang & W. H"Ardle, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1996-62, Humboldt Universitaet Berlin.
   Other versions:
   • L. Yang & W. Härdle & J. Nielsen, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1998-107, Humboldt Universitaet Berlin.
6. Azzalini,A. & Bowman,A.W. & Haerdle,W., 1988. "On the use of nonparametric regression for model checking," Discussion Paper Serie A 195, University of Bonn, Germany.
7. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December. [Downloadable!] (restricted)
8. 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:
   • Bierens, H. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
9. Haerdle,W. & Marron,J.S., 1989. "Bootstrap simultaneous error bars for nonparametric regression," Discussion Paper Serie A 227, University of Bonn, Germany.
   Other versions:
   • Hardle, W. & Marron, J., 1989. "Bootstrap Simultaneous Error Bars For Nonparametric Regression," CORE Discussion Papers 1989023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
10. Horowitz, J.L., 1995. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Working Papers 95-10, University of Iowa, Department of Economics.
11. Ichimura, H., 1991. "Semiparametric Least Squares (sls) and Weighted SLS Estimation of Single- Index Models," Papers 264, Minnesota - Center for Economic Research.
12. Fan, Yanqin & Li, Qi, 1996. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms," Econometrica, Econometric Society, vol. 64(4), pages 865-90, July. [Downloadable!] (restricted)

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