A comparison of alternative approaches to sup-norm goodness of git gests with estimated parameters
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Abstract
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Other versions of this item:
- Parker, Thomas, 2013. "A Comparison Of Alternative Approaches To Supremum-Norm Goodness-Of-Fit Tests With Estimated Parameters," Econometric Theory, Cambridge University Press, vol. 29(05), pages 969-1008, October.
- Thomas Parker, 2010. "A comparison of alternative approaches to sup-norm goodness of fit tests with estimated parameters," CeMMAP working papers CWP34/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
- Delgado, Miguel A. & Stute, Winfried, 2008. "Distribution-free specification tests of conditional models," Journal of Econometrics, Elsevier, vol. 143(1), pages 37-55, March.
- Haywood, John & Khmaladze, Estate, 2008. "On distribution-free goodness-of-fit testing of exponentiality," Journal of Econometrics, Elsevier, vol. 143(1), pages 5-18, March.
- Roger Koenker & Zhijie Xiao, 2002. "Inference on the Quantile Regression Process," Econometrica, Econometric Society, vol. 70(4), pages 1583-1612, July.
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Cited by:
- Richard Spady & Sami Stouli, 2016.
"Dual regression,"
CeMMAP working papers
CWP04/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Richard H. Spady & Sami Stouli, 2016. "Dual Regression," Bristol Economics Discussion Papers 16/669, Department of Economics, University of Bristol, UK.
More about this item
Keywords
Goodness of fit test; Estimated parameters; Gaussian process; Gauss-Markov process; Boundary crossing probability; Martingale transformation;JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-06-04 (All new papers)
- NEP-ECM-2010-06-04 (Econometrics)
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