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A nonparametric hypothesis test via the Bootstrap resampling

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  • Temel, Tugrul

Abstract

This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test. The paper also develops a Mathematica Code for the test algorithm.

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File URL: http://mpra.ub.uni-muenchen.de/31880/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 31880.

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Date of creation: 28 Jun 2011
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Handle: RePEc:pra:mprapa:31880

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Keywords: Hypothesis test; the bootstrap; nonparametric regression; omitted variables;

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  1. Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, Econometric Society, vol. 56(5), pages 1065-83, September.
  2. Epstein, Larry G. & Yatchew, Adonis J., 1985. "Non-parametric hypothesis testing procedures and applications to demand analysis," Journal of Econometrics, Elsevier, Elsevier, vol. 30(1-2), pages 149-169.
  3. Hall, Peter & Horowitz, Joel L, 1996. "Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators," Econometrica, Econometric Society, Econometric Society, vol. 64(4), pages 891-916, July.
  4. Robinson, P M, 1989. "Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 56(4), pages 511-34, October.
  5. Lavergne, P. & Vuong, Q., 1992. "Nonparametric Selection of Regressors : the Nonnested Case," Papers, Southern California - Department of Economics 9204, Southern California - Department of Economics.
  6. Lewbel, Arthur, 1995. "Consistent nonparametric hypothesis tests with an application to Slutsky symmetry," Journal of Econometrics, Elsevier, Elsevier, vol. 67(2), pages 379-401, June.
  7. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, Econometric Society, vol. 56(4), pages 931-54, July.
  8. Sherman, Robert P., 1994. "U-Processes in the Analysis of a Generalized Semiparametric Regression Estimator," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 10(02), pages 372-395, June.
  9. Yatchew, Adonis John, 1992. "Nonparametric Regression Tests Based on Least Squares," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 8(04), pages 435-451, December.
  10. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, Econometric Society, vol. 57(6), pages 1403-30, November.
  11. Adonis Yatchew, 1998. "Nonparametric Regression Techniques in Economics," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 36(2), pages 669-721, June.
  12. Donald W. K. Andrews & Moshe Buchinsky, 2000. "A Three-Step Method for Choosing the Number of Bootstrap Repetitions," Econometrica, Econometric Society, Econometric Society, vol. 68(1), pages 23-52, January.
  13. John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, Elsevier, vol. 75(2), pages 263-289, December.
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