Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2022.107616
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- repec:bla:biomet:v:71:y:2015:i:4:p:1176-1184 is not listed on IDEAS
- Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-1430, November.
- Fan, Yanqin & Li, Qi, 1996. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms," Econometrica, Econometric Society, vol. 64(4), pages 865-890, July.
- John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
- Fan, Yanqin & Li, Qi, 2000. "Consistent Model Specification Tests," Econometric Theory, Cambridge University Press, vol. 16(6), pages 1016-1041, December.
- Giles Hooker, 2009. "Forcing Function Diagnostics for Nonlinear Dynamics," Biometrics, The International Biometric Society, vol. 65(3), pages 928-936, September.
- Pascal Lavergne & Valentin Patilea, 2012. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52.
- Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
- Masamune Iwasawa, 2015.
"A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models,"
Econometrics, MDPI, vol. 3(3), pages 1-31, September.
- Masamune Iwasawa, 2015. "Joint Specification Tests For Response Probabilities In Unordered Multinomial Choice Models," KIER Working Papers 919, Kyoto University, Institute of Economic Research.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- repec:ebl:ecbull:v:3:y:2005:i:11:p:1-10 is not listed on IDEAS
- Lavergne, Pascal, 2001.
"An equality test across nonparametric regressions,"
Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
- Lavergne, Pascal, 1998. "An equality test across nonparametric regressions," SFB 373 Discussion Papers 1998,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Yu, Ping & Phillips, Peter C.B., 2018.
"Threshold regression with endogeneity,"
Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
- Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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).
- Sun, Yiguo, 2006.
"A Consistent Nonparametric Equality Test Of Conditional Quantile Functions,"
Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
- Sun, Y., 2003. "A Consistent Nonparametric Equality Test of Conditional Quantile Functions," Working Papers 2003-10, University of Guelph, Department of Economics and Finance.
- Domínguez, Manuel A. & Lavergne, Pascal, 1998. "Asymptotic and bootstrap specification tests of nonlinear in variable econometric models," DES - Working Papers. Statistics and Econometrics. WS 4674, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- 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.
- Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
- Temel, Tugrul T., 2001.
"A Nonparametric Hypothesis Test Via The Bootstrap Resampling,"
2001 Annual meeting, August 5-8, Chicago, IL
20600, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Temel, Tugrul, 2011. "A nonparametric hypothesis test via the Bootstrap resampling," MPRA Paper 31880, University Library of Munich, Germany.
- Fernandes, Marcelo & Grammig, Joachim, 2005.
"Nonparametric specification tests for conditional duration models,"
Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
- Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
- Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
- Fernandes, Marcelo & Grammig, Joachim, 2003. "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 502, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- repec:cte:werepe:we1211 is not listed on IDEAS
- Russell Davidson & Victoria Zinde‐Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Zhu, Xuehu & Chen, Fei & Guo, Xu & Zhu, Lixing, 2016. "Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 263-283.
- 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, vol. 105(2), pages 363-412, December.
- Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
- Lavergne, Pascal & Patilea, Valentin, 2008.
"Breaking the curse of dimensionality in nonparametric testing,"
Journal of Econometrics, Elsevier, vol. 143(1), pages 103-122, March.
- Pascal Lavergne & Valentin Patilea, 2006. "Breaking the Curse of Dimensionality in Nonparametric Testing," Working Papers 2006-24, Center for Research in Economics and Statistics.
- Li, Lingzhu & Chiu, Sung Nok & Zhu, Lixing, 2019. "Model checking for regressions: An approach bridging between local smoothing and global smoothing methods," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 64-82.
- Paulo Parente & Richard Smith, 2012.
"Exogeneity in semiparametric moment condition models,"
CeMMAP working papers
30/12, Institute for Fiscal Studies.
- Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers CWP30/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jean-David Fermanian, 2003. "Goodness of Fit Tests for Copulas," Working Papers 2003-34, Center for Research in Economics and Statistics.
More about this item
Keywords
Local smoothing test; Model specification; Ordinary differential equations; SEIR model; U-statistics;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322001967. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.