IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

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. Thanasis Stengos & Andreas Savvides & Theofanis Mamuneas & Elena Ketteni, 2007. "Is the Financial Development and Economic Growth Relationship Nonlinear?," Economics Bulletin, AccessEcon, vol. 15(14), pages 1-12.
  2. Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
  3. 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.
  4. Lavergne, Pascal & Patilea, Valentin, 2008. "Breaking the curse of dimensionality in nonparametric testing," Journal of Econometrics, Elsevier, vol. 143(1), pages 103-122, March.
  5. Whang, Yoon-Jae, 2000. "Consistent bootstrap tests of parametric regression functions," Journal of Econometrics, Elsevier, vol. 98(1), pages 27-46, September.
  6. 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.
  7. 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.
  8. 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.
  9. Li Gan & Qi Li, 2004. "Efficiency of Thin and Thick Markets," NBER Working Papers 10815, National Bureau of Economic Research, Inc.
  10. Juan Mora & Daniel Miles, 2002. "On The Performance Of Nonparametric Specification Tests In Regression Models," Working Papers. Serie AD 2002-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  11. Pantelis Kalaitzidakis & Theofanis P. Mamuneas & Thanasis Stengos, 2008. "The Contribution of Pollution to Productivity Growth," Working Paper Series 06_08, The Rimini Centre for Economic Analysis.
  12. E. Fe-Rodríguez & C. Orme, 2006. "On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives," The School of Economics Discussion Paper Series 0606, Economics, The University of Manchester.
  13. Biao Guo & Qian Han & Doojin Ryu, 2013. "The Number of State Variables for CDS Pricing," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  14. 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.
  15. Lindsay Tedds, 2010. "Estimating the income reporting function for the self-employed," Empirical Economics, Springer, vol. 38(3), pages 669-687, June.
  16. Elena Ketteni & Theofanis P. Mamuneas & Thanasis Stengos, 2007. "Nonlinearities in Economic Growth: A Semiparametric Approach applied to Information Technology data," Working Papers 0701, University of Guelph, Department of Economics and Finance.
  17. Salvador Barrios & Eric Strobl, 2005. "The dynamics of regional inequalities," European Economy - Economic Papers 2008 - 2015 229, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  18. 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.
  19. Giovanni Favara, 2003. "An Empirical Reassessment of the Relationship Between Finance and Growth," IMF Working Papers 03/123, International Monetary Fund.
  20. Herman R.J. Vollebergh & Bertrand Melenberg & Elbert Dijkgraaf, 2007. "Identifying Reduced-Form Relations with Panel Data," Tinbergen Institute Discussion Papers 07-072/3, Tinbergen Institute.
  21. 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.
  22. 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.
  23. Daniel L. Millimet & John A. List & Thanasis Stengos, 2003. "The Environmental Kuznets Curve: Real Progress or Misspecified Models?," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1038-1047, November.
  24. 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.
  25. 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, Springer;International Atlantic Economic Society, vol. 35(2), pages 217-231, June.
  26. Juhl, Ted & Xiao, Zhijie, 2005. "A nonparametric test for changing trends," Journal of Econometrics, Elsevier, vol. 127(2), pages 179-199, August.
  27. 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.
  28. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, Open Access Journal, vol. 3(3), pages 667, September.
  29. Stengos, T. & Zacharias, E., 2003. "Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market," Working Papers 2003-9, University of Guelph, Department of Economics and Finance.
  30. 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.
  31. 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.
  32. 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).
  33. 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.
  34. 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.
  35. Florens, Jean-Pierre & Simar, Leopold, 2005. "Parametric approximations of nonparametric frontiers," Journal of Econometrics, Elsevier, vol. 124(1), pages 91-116, January.
  36. Thi Kim Pham & Théophile T. Azomahou & Jalal El Ouardighi & Phu Nguyen Van, 2006. "Estimation semi-paramétrique de la convergence des régions européennes," Post-Print hal-00129232, HAL.
  37. 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.
  38. Masamune Iwasawa, 2015. "Joint Specification Tests For Response Probabilities In Unordered Multinomial Choice Models," KIER Working Papers 919, Kyoto University, Institute of Economic Research.
  39. repec:ebl:ecbull:v:3:y:2005:i:21:p:1-6 is not listed on IDEAS
  40. Lavergne, Pascal & Patilea, Valentin, 2011. "One for all and all for one: regression checks with many regressors," MPRA Paper 35779, University Library of Munich, Germany.
  41. 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.
  42. Fleur Wouterse, 2016. "Can human capital variables be technology changing? An empirical test for rural households in Burkina Faso," Journal of Productivity Analysis, Springer, vol. 45(2), pages 157-172, April.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
  48. 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.
  49. Christos Kollias & Suzanna-Maria Paleologou, 2015. "Defence And Non-Defence Spending In The Usa: Stimuli To Economic Growth? Comparative Findings From A Semiparametric Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 67(4), pages 359-370, October.
  50. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
  51. Suzanna-Maria Paleologou, 2016. "The long-run tendency of government expenditure: a semi-parametric modelling approach," Empirical Economics, Springer, vol. 50(3), pages 753-776, May.
  52. 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.
  53. 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.
  54. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.
  55. 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.
  56. Whang, Yoon-Jae, 2001. "Consistent specification testing for conditional moment restrictions," Economics Letters, Elsevier, vol. 71(3), pages 299-306, June.
  57. repec:wyi:journl:002074 is not listed on IDEAS
  58. 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.
  59. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
  60. Kiho Jeong & Wolfgang Härdle, 2008. "A Consistent Nonparametric Test for Causality in Quantile," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  61. 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.
  62. Feng Yao & Junsen Zhang, 2015. "Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling," Empirical Economics, Springer, vol. 48(1), pages 253-281, February.
  63. Carlo Russo, 2012. "Estimating Market Power with Weak A Priori Information: An Exploratory Approach to the Model-Specification Problem," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 40(4), pages 339-354, June.
  64. Li, Qi, 1999. "Consistent model specification tests for time series econometric models," Journal of Econometrics, Elsevier, vol. 92(1), pages 101-147, September.
  65. 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.
  66. 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.
  67. Thanasis Stengos & Costantina Kottaridi, 2008. "Foreign Direct Investment, Human Capital And Nonlinearities In Economic Growth," Working Paper Series 20_08, The Rimini Centre for Economic Analysis.
  68. 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.
  69. Elena Ketteni & Constantina Kottaridi & Theofanis Mamuneas, 2015. "Information and communication technology and foreign direct investment: interactions and contributions to economic growth," Empirical Economics, Springer, vol. 48(4), pages 1525-1539, June.
  70. Uluc Aysun & Melanie Guldi, 2009. "Exchange rate exposure: A nonparametric approach," Working papers 2009-18, University of Connecticut, Department of Economics.
  71. 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.
  72. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007.
  73. Gang Li & Chu Zhang, 2010. "On the Number of State Variables in Options Pricing," Management Science, INFORMS, vol. 56(11), pages 2058-2075, November.
  74. 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.
  75. Wouterse, Fleur Stephanie, 2016. "Empowerment and agricultural production: Evidence from rural households in Niger:," IFPRI discussion papers 1509, International Food Policy Research Institute (IFPRI).
  76. 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.
  77. 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.
  78. 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.
  79. 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.
  80. 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.
  81. 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.
  82. Henderson, Daniel J. & Parmeter, Christopher F., 2015. "A consistent bootstrap procedure for nonparametric symmetry tests," Economics Letters, Elsevier, vol. 131(C), pages 78-82.
  83. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA.
  84. 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.
  85. Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
  86. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355, 12-2014.
  87. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
  88. 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.
  89. 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.
  90. 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.
  91. Panayiota Lyssiotou & Panos Pashardes & Thanasis Stengos, 2008. "Demographic versus expenditure flexibility in Engel curves," Empirical Economics, Springer, vol. 34(2), pages 257-271, March.
  92. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.