| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0234 |
| 来源ID | Technical Working Paper 0234 |
| A Simple Framework for Nonparametric Specification Testing | |
| Glenn Ellison; Sara Fisher Ellison | |
| 发表日期 | 1998-09-01 |
| 出版年 | 1998 |
| 语种 | 英语 |
| 摘要 | This paper presents a simple framework for testing the specification of parametric conditional means. The test statistics are based on quadratic forms in the residuals of the null model. Under general assumptions the test statistics are asymptotically normal under the null. With an appropriate choice of the weight matrix, the tests are shown to be consistent and to have good local power. Specific implementations involving matrices of bin and kernel weights are discussed. Finite sample properties are explored in simulations and an application to some parametric models of gasoline demand is presented. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0234 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/564224 |
| 推荐引用方式 GB/T 7714 | Glenn Ellison,Sara Fisher Ellison. A Simple Framework for Nonparametric Specification Testing. 1998. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0234.pdf（1253KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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