IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "A simple consistent bootstrap test for a parametric regression function"

by Li, Q. & Wang, Suojin

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics Working Papers 2010-28, University of Adelaide, School of Economics.
  2. Phu Nguyen-Van, 2009. "Energy consumption and income : a semiparametric panel data analysis," Working Papers of BETA 2009-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  3. Yatchew, Adonis & Hardle, Wolfgang, 2006. "Nonparametric state price density estimation using constrained least squares and the bootstrap," Journal of Econometrics, Elsevier, vol. 133(2), pages 579-599, August.
  4. Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Centre de Recherche en Economie et Statistique.
  5. Rodríguez, Francisco & Shelton, Cameron A., 2013. "Cleaning up the kitchen sink: Specification tests and average derivative estimators for growth econometrics," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 260-273.
  6. Théophile Azomahou & Jalal El Ouardighi & Phu Nguyen Van & Thi Kim Cuong Pham, 2006. "Estimation semi-paramétrique de la convergence des régions européennes," Économie et Prévision, Programme National Persée, vol. 173(2), pages 97-110.
  7. 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.
  8. Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.
  9. repec:ebl:ecbull:v:3:y:2005:i:21:p:1-6 is not listed on IDEAS
  10. Whang, Yoon-Jae, 2000. "Consistent bootstrap tests of parametric regression functions," Journal of Econometrics, Elsevier, vol. 98(1), pages 27-46, September.
  11. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
  12. Barrios, Salvador & Strobl, Eric, 2009. "The dynamics of regional inequalities," Regional Science and Urban Economics, Elsevier, vol. 39(5), pages 575-591, September.
  13. Andreas Savvides & Theofanis P. Mamuneas & Thanasis Stengos, 2006. "Economic development and the return to human capital: a smooth coefficient semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 111-132.
  14. Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
  15. Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
  16. Pascal Lavergne & Valentin Patilea, 2008. "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers dp08-06, Department of Economics, Simon Fraser University.
  17. Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012. "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, vol. 28(04), pages 861-887, August.
  18. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA.
  19. Vollebergh, H.R.J. & Dijkgraaf, E. & Melenberg, B., 2005. "Environmental Kuznets Curves for CO2 : Heterogeneity Versus Homogeneity," Discussion Paper 2005-25, Tilburg University, Center for Economic Research.
  20. Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.
  21. Horowitz, Joel L. & Spokoiny, Vladimir G., 1999. "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative," Working Papers 99-02, University of Iowa, Department of Economics.
  22. Neophyta Empora & Theofanis Mamuneas, 2011. "The Effect of Emissions on U.S. State Total Factor Productivity Growth," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 3(2), pages 149-172, October.
  23. repec:dgr:kubcen:200525 is not listed on IDEAS
  24. Lawrence Dacuycuy, 2006. "The effects of bandwidth changes on model validity: an empirical study," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 629-633.
  25. Nilanjana Roy & G. Cornelis van Kooten, 2004. "Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers 2004-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
  26. Lindsay Tedds, 2010. "Estimating the income reporting function for the self-employed," Empirical Economics, Springer, vol. 38(3), pages 669-687, June.
  27. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
  28. Carlo Russo, 2012. "Estimating Market Power with Weak A Priori Information: An Exploratory Approach to the Model-Specification Problem," Review of Industrial Organization, Springer, vol. 40(4), pages 339-354, June.
  29. Jiti Gao & Maxwell King, 2011. "A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors," Monash Econometrics and Business Statistics Working Papers 20/11, Monash University, Department of Econometrics and Business Statistics.
  30. Miles, Daniel & Mora, Juan, 2003. "On the performance of nonparametric specification tests in regression models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 477-490, March.
  31. Ketteni, Elena & Mamuneas, Theofanis P. & Stengos, Thanasis, 2007. "Nonlinearities in economic growth: A semiparametric approach applied to information technology data," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 555-568, September.
  32. Henderson, Daniel J. & Carroll, Raymond J. & Li, Qi, 2008. "Nonparametric estimation and testing of fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 144(1), pages 257-275, May.
  33. Azomahou, Theophile & Laisney, Francois & Nguyen Van, Phu, 2006. "Economic development and CO2 emissions: A nonparametric panel approach," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1347-1363, August.
  34. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
  35. Kottaridi, Constantina & Stengos, Thanasis, 2010. "Foreign direct investment, human capital and non-linearities in economic growth," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 858-871, September.
  36. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  37. Gaul, Jürgen & Theissen, Erik, 2008. "A partially linear approach to modelling the dynamics of spot and futures prices," CFS Working Paper Series 2008/12, Center for Financial Studies (CFS).
  38. Eskander Alvi & Debasri Mukherjee & Ashraf Eid, 2007. "Do Patent Protection and Technology Transfer Facilitate R&D in Developed and Emerging Countries? A Semiparametric Study," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(2), pages 217-231, June.
  39. Dandan Liu & Rui Li & Zijun Wang, 2011. "Testing for structural breaks in panel varying coefficient models: with an application to OECD health expenditure," Empirical Economics, Springer, vol. 40(1), pages 95-118, February.
  40. Lawrence Dacuycuy, 2006. "On the finite sampling properties of the Zheng test for omitted and irrelevant variable problems," Applied Economics Letters, Taylor & Francis Journals, vol. 13(11), pages 681-684.
  41. repec:dgr:uvatin:20070072 is not listed on IDEAS
  42. Öztürk, Serda Selin & Stengos, Thanasis, 2014. "Testing for structural breaks with local smoothers: A simulation study," Economics Letters, Elsevier, vol. 125(1), pages 119-122.
  43. Elena Ketteni & Theofanis P. Mamuneas & Thanasis Stengos & Andreas Savvides, 2005. "Is the Financial Development and Economic Growth Relationship Nonlinear?," Working Papers 0501, University of Guelph, Department of Economics and Finance.
  44. Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
  45. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis.
  46. repec:wyi:journl:002074 is not listed on IDEAS
  47. Juhl, Ted & Xiao, Zhijie, 2005. "A nonparametric test for changing trends," Journal of Econometrics, Elsevier, vol. 127(2), pages 179-199, August.
  48. Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian, 2008. "Fiscal policy and asset markets: A semiparametric analysis," Journal of Econometrics, Elsevier, vol. 147(1), pages 141-150, November.
  49. E. Zacharias & T. Stengos, 2006. "Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 371-386.
  50. Uluc Aysun & Melanie Guldi, 2009. "Exchange rate exposure: A nonparametric approach," Working papers 2009-18, University of Connecticut, Department of Economics.
  51. Arapis, Manuel & Gao, Jiti, 2004. "Empirical comparisons in short-term interest rate models using nonparametric methods," MPRA Paper 11974, University Library of Munich, Germany, revised 23 Dec 2005.
  52. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
  53. Biao Guo & Qian Han & Doojin Ryu, 2013. "The Number of State Variables for CDS Pricing," Papers 2013-10-14, Working Paper.
  54. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February.
  55. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), April.
  56. Hall, Peter & Yatchew, Adonis, 2005. "Unified approach to testing functional hypotheses in semiparametric contexts," Journal of Econometrics, Elsevier, vol. 127(2), pages 225-252, August.
  57. Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
  58. Haag, Berthold R. & Hoderlein, Stefan & Pendakur, Krishna, 2009. "Testing and imposing Slutsky symmetry in nonparametric demand systems," Journal of Econometrics, Elsevier, vol. 153(1), pages 33-50, November.
  59. Horowitz, Joel L. & Spokoiny, Vladimir G., 2000. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers 00-04, University of Iowa, Department of Economics.
  60. Kim, Myung Suk & Wang, Suojin, 2006. "Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models," Computational Statistics & Data Analysis, Elsevier, vol. 50(7), pages 1793-1806, April.
  61. Whang, Yoon-Jae, 2001. "Consistent specification testing for conditional moment restrictions," Economics Letters, Elsevier, vol. 71(3), pages 299-306, June.
  62. Azomahou, Théophile T. & El ouardighi, Jalal & Nguyen-Van, Phu & Pham, Thi Kim Cuong, 2011. "Testing convergence of European regions: A semiparametric approach," Economic Modelling, Elsevier, vol. 28(3), pages 1202-1210, May.
  63. Giovanni Favarra, 2003. "An Empirical Reassessment of the Relationship Between Finance and Growth," IMF Working Papers 03/123, International Monetary Fund.
  64. Yanqin Fan & Qi Li, 2002. "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 337-352.
  65. Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos, 2008. "Demographic versus expenditure flexibility in Engel curves," Empirical Economics, Springer, vol. 34(2), pages 257-271, March.
  66. Phu Nguyen Van, 2008. "Energy consumption and economic development:a semiparametric panel analysis," THEMA Working Papers 2008-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  67. Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014. "Specification Testing in Nonstationary Time Series Models," Discussion Papers 14/19, Department of Economics, University of York.
  68. Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014. "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 167-179.
  69. Jamie Emerson & Chihwa Kao, 2005. "Bootstrapping and hypothesis testing in non-stationary panel data," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 313-318.
  70. Florens, Jean-Pierre & Simar, Leopold, 2005. "Parametric approximations of nonparametric frontiers," Journal of Econometrics, Elsevier, vol. 124(1), pages 91-116, January.
  71. Gao, Jiti & King, Maxwell, 2003. "Estimation and model specification testing in nonparametric and semiparametric econometric models," MPRA Paper 11989, University Library of Munich, Germany, revised Feb 2006.
  72. repec:dgr:uvatin:2007072 is not listed on IDEAS
  73. Vollebergh, Herman R.J. & Melenberg, Bertrand & Dijkgraaf, Elbert, 2009. "Identifying reduced-form relations with panel data: The case of pollution and income," Journal of Environmental Economics and Management, Elsevier, vol. 58(1), pages 27-42, July.
  74. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
  75. Tae-Hwy Lee & Zhou Xi & Ru Zhang, 2013. "Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks," Working Papers 201422, University of California at Riverside, Department of Economics, revised Apr 2012.
  76. Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," The School of Economics Discussion Paper Series 0912, Economics, The University of Manchester.
  77. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series 0504, Economics, The University of Manchester.
  78. Li, Gang & Zhang, Chu, 2013. "Diagnosing affine models of options pricing: Evidence from VIX," Journal of Financial Economics, Elsevier, vol. 107(1), pages 199-219.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.