A Bootstrap Test for Single Index Models

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A Bootstrap Test for Single Index Models

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W. Härdle
E. Mammen
I. Proenca

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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number 2000-20.

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Handle: RePEc:wop:humbsf:2000-20

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Paper
- Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005. "A Bootstrap Test for Single Index Models," Econometrics 0508007, EconWPA. [Downloadable!]

References listed on IDEAS
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.:

E. MAMMEN & S. v. d. GEER, . "Penalized quasi-likelihood estimation in partial linear models," Sonderforschungsbereich 373 1996-6, Humboldt Universitaet Berlin.
Horowitz, Joel L., 1993. "Semiparametric estimation of a work-trip mode choice model," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 49-70, July. [Downloadable!] (restricted)
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.
I. PROEN\c{C}A & A. WERWATZ, . "Comparing Parametric and Semiparametric Binary Response Models," Sonderforschungsbereich 373 1995-36, Humboldt Universitaet Berlin.
Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September. [Downloadable!] (restricted)
Bertschek, Irene & Entorf, Horst, 1996. "On Nonparametric Estimation of the Schumpeterian Link between Innovation and Firm Size: Evidence from Belgium, France, and Germany," Empirical Economics, Springer, vol. 21(3), pages 401-26.

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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.)

Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Isabel Proenca & Joao Santos Silva, 2005. "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics 0508008, EconWPA. [Downloadable!]

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