Rate-optimal data-driven specification testing in regression models
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- Escanciano, J. Carlos & Velasco, Carlos, 2006.
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More about this item
Keywordsrate-optimal nonparametric data-driven specification test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2001-07-23 (Econometrics)
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