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A Simple Framework for Nonparametric Specification Testing

Citations

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Cited by:

  1. Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
  2. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, USI Università della Svizzera italiana.
  3. 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.
  4. Glenn Ellison & Sara Fisher Ellison, 2011. "Strategic Entry Deterrence and the Behavior of Pharmaceutical Incumbents Prior to Patent Expiration," American Economic Journal: Microeconomics, American Economic Association, pages 1-36.
  5. Andrea Vaona & Guido Ascari, 2012. "Regional Inflation Persistence: Evidence from Italy," Regional Studies, Taylor & Francis Journals, pages 509-523.
  6. Lawrence Dacuycuy, 2006. "Explaining male wage inequality in the Philippines: non-parametric and semiparametric approaches," Applied Economics, Taylor & Francis Journals, vol. 38(21), pages 2497-2511.
  7. Helene Couprie & Eugenio Peluso & Alain Trannoy, 2007. "From Household to Individual Welfare Comparisons: A Double Concavity Test," IDEP Working Papers 0701, Institut d'economie publique (IDEP), Marseille, France, revised 01 2007.
  8. Ellison, Glenn & Ellison, Sara Fisher, 2000. "A simple framework for nonparametric specification testing," Journal of Econometrics, Elsevier, pages 1-23.
  9. Zapata, Hector O. & Sulgham, Anil K., 2006. "A Semiparametric Approach to Estimate Engel curves using the US Micro Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21092, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. Hall, Peter & Yatchew, Adonis, 2005. "Unified approach to testing functional hypotheses in semiparametric contexts," Journal of Econometrics, Elsevier, pages 225-252.
  11. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA.
  12. Andrea Vaona & Guido Ascari, 2012. "Regional Inflation Persistence: Evidence from Italy," Regional Studies, Taylor & Francis Journals, pages 509-523.
  13. Ito Takatoshi, 1994. "Short-Run and Long-Run Expectations of the Yen/Dollar Exchange Rate," Journal of the Japanese and International Economies, Elsevier, pages 119-143.
  14. Couprie, Hélène & Peluso, Eugenio & Trannoy, Alain, 2010. "Is power more evenly balanced in poor households?," Journal of Public Economics, Elsevier, pages 493-507.
  15. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, number 8355, June.
  16. 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.
  17. Glenn Ellison & Sara Fisher Ellison, 1998. "A Simple Framework for Nonparametric Specification Testing," NBER Technical Working Papers 0234, National Bureau of Economic Research, Inc.
  18. repec:eee:econom:v:200:y:2017:i:1:p:1-16 is not listed on IDEAS
  19. Cochard, François & Couprie, Hélène & Hopfensitz, Astrid, 2009. "Do Spouses Cooperate? And If Not: Why?," TSE Working Papers 09-134, Toulouse School of Economics (TSE).
  20. Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, pages 295-325.
  21. Ait-Sahalia, Yacine & Bickel, Peter J. & Stoker, Thomas M., 2001. "Goodness-of-fit tests for kernel regression with an application to option implied volatilities," Journal of Econometrics, Elsevier, pages 363-412.
  22. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  23. Marilena Furno, 2010. "A robust test of specification based on order statistics," Computational Statistics, Springer, vol. 25(4), pages 707-723, December.
  24. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
  25. Miles, Daniel & Mora, Juan, 2003. "On the performance of nonparametric specification tests in regression models," Computational Statistics & Data Analysis, Elsevier, pages 477-490.
  26. repec:ebl:ecbull:v:3:y:2005:i:21:p:1-6 is not listed on IDEAS
  27. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, pages 667-737.
  28. 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, pages 167-179.
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