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On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions

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Author Info
Juan Carlos Escanciano () (School of Economics and Business Administration, University of Navarra)

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Abstract

Economic theories in dynamic contexts usually impose certain restrictions on the conditional mean of the underlying economic variables. Omnibus specification tests are the primary tools to test such restrictions when there is no information on the possible alternative. In this paper we study in detail the power properties of a large class of omnibus specification tests for parametric conditional means under time series processes. We show that all omnibus specification tests have a preference for a finite-dimensional space of alternatives (usually unknown to the practitioner) and we characterize such space for Cramér-von Mises (CvM) tests. This fact motivates the use of optimal tests against such preferred spaces instead of the omnibus tests. We proposed new asymptotically optimal directional and smooth tests that are optimally designed for cases in which a finite-dimensional space of alternatives is in mind. The new proposed optimal procedures are asymptotically distribution-free and are valid under weak assumptions on the underlying data generating process. In particular, they are valid under possibly time varying higher conditional moments of unknown form, e.g., conditional heteroskedasticity. A Monte Carlo experiment shows that previous asymptotic results provide good approximations in small sample sizes. Finally, an application of our theory to test the martingale difference hypothesis of some exchange rates provides new information on the rejection of omnibus tests and illustrates the relevance of our results for practitioners.

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Paper provided by School of Economics and Business Administration, University of Navarra in its series Faculty Working Papers with number 07/05.

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Length: 42 pages pages
Date of creation: May 2005
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Handle: RePEc:una:unccee:wp0705

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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
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

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References listed on IDEAS
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  1. repec:cup:etheor:v:8:y:1992:i:4:p:452-75 is not listed on IDEAS
  2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
  3. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  4. repec:cup:etheor:v:8:y:1992:i:4:p:435-51 is not listed on IDEAS
  5. Fong, Wai Mun & Ouliaris, Sam, 1995. "Spectral Tests of the Martingale Hypothesis for Exchange Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(3), pages 255-71, July-Sept. [Downloadable!] (restricted)
  6. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September. [Downloadable!] (restricted)
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  7. Juan Carlos Escanciano, 2005. "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers 02/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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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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  9. Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-71, November. [Downloadable!] (restricted)
  10. 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)
  11. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
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  12. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December. [Downloadable!] (restricted)
  13. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM. [Downloadable!]
  14. 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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Cited by:
(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. Juan Carlos Escanciano & Silvia Mayoral, . "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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