Nonparametric model check based on local polynomial fitting
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References listed on IDEAS
- P. M. Robinson, 1989. "Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series," Review of Economic Studies, Oxford University Press, vol. 56(4), pages 511-534.
- Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(04), pages 452-475, December.
- Herman J. Bierens & Werner Ploberger, 1997.
"Asymptotic Theory of Integrated Conditional Moment Tests,"
Econometric Society, vol. 65(5), pages 1129-1152, September.
- Bierens, H.J. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 1995-124, Tilburg University, Center for Economic Research.
- 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.
- Masry, Elias, 1996. "Multivariate regression estimation local polynomial fitting for time series," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 81-101, December.
- Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Mohamad A. Khaled & Paul Makdissi & Rami Tabri & Myra Yazbeck, 2016.
"A Framework for Testing the Equality Between the Health Concentration Curve and the 45-Degree Line,"
Discussion Papers Series
577, School of Economics, University of Queensland, Australia.
- Mohamed Khaled & Paul Makdissi & Rami Tabri & Myra Yazbeck, 2016. "A Framework for Testing the Equality Between the Health Concentration Curve and the 45-Degree Line," Working Papers 160011, Canadian Centre for Health Economics.
- Khaled, Mohamed & Makdissi, Paul & Tabri, Rami & Yazbeck, Myra, 2016. "A Framework for Testing the Equality Between the Health Concentration Curve and the 45-Degree Line," Working Papers 2016-17, University of Sydney, School of Economics.
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