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Testing for a Constant Mean Function using Functional Regression

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Author Info
Jin Seo Cho () (Department of Economics, Korea University, Seoul, South Korea)
Meng Huang (Department of Economics, University of California, San Diego, U.S.A.)
Halbert White () (Department of Economics, University of California, San Diego, U.S.A.)

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Abstract

In this paper, we study functional regression and its properties in testing the hypothesis of a constant zero mean function or an unknown constant non-zero mean function. As we show, the associated Wald test statistics have standard chi-square limiting null distributions, standard non-central chi-square distributions for local alternatives converging to zero at root-n rate, and are consistent against global alternatives. These properties permit computationally convenient tests for hypotheses involving nuisance parameters. In particular, we develop new alternatives to tests for mixture distributions and for regression misspecification, both of which involve nuisance parameters identified only under the alternative. In Monte Carlo studies, we find that our tests have well behaved levels. We find that the new procedures may sacrifice only exploit the covariance structure of the Gaussian processes underlying our statistics. Further, functional regression tests can have power better than existing methods that do not exploit this covariance structure, like the specification testing procedures of Bierens (1982, 1990) or Stinchcombe and White (1998).

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Publisher Info
Paper provided by Institute of Economic Research, Korea University in its series Discussion Paper Series with number 0915.

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Length: 57 pages
Date of creation: 2009
Date of revision:
Handle: RePEc:iek:wpaper:0915

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Related research
Keywords: Davies Test; Functional Data; Hypothesis Testing; Integrated Conditional Moment Test; Misspecification; Mixture Distributions; Nuissance Parameters; Wald Test;

Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General

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References listed on IDEAS
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  1. Potscher, Benedikt M & Prucha, Ingmar R, 1989. "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes," Econometrica, Econometric Society, vol. 57(3), pages 675-83, May. [Downloadable!] (restricted)
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  2. Jin Seo Cho & Halbert White, 2007. "Testing for Regime Switching," Econometrica, Econometric Society, vol. 75(6), pages 1671-1720, November. [Downloadable!] (restricted)
  3. Stinchcombe, Maxwell B & White, Halbert, 1992. "Some Measurability Results for Extrema of Random Functions over Random Sets," Review of Economic Studies, Blackwell Publishing, vol. 59(3), pages 495-514, July. [Downloadable!] (restricted)
  4. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November. [Downloadable!] (restricted)
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  5. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-58, November. [Downloadable!] (restricted)
    Other versions:
  6. Andrews, Donald W K, 2001. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.
    Other versions:
  7. 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:
  8. White, Halbert, 1980. "Using Least Squares to Approximate Unknown Regression Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 149-70, February. [Downloadable!] (restricted)
  9. Stinchcombe, Maxwell B. & White, Halbert, 1998. "Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative," Econometric Theory, Cambridge University Press, vol. 14(03), pages 295-325, June. [Downloadable!]
  10. White, Halbert, 2006. "Approximate Nonlinear Forecasting Methods," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)
  11. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January. [Downloadable!] (restricted)
  12. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October. [Downloadable!] (restricted)
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