Finding local departures from a parametric model using nonparametric regression
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DOI: 10.1007/s00362-007-0116-x
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References listed on IDEAS
- Horowitz, Joel L & Spokoiny, Vladimir G, 2001. "An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model against a Nonparametric Alternative," Econometrica, Econometric Society, vol. 69(3), pages 599-631, May.
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- 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.
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Cited by:
- Andrea Meilán-Vila & Jean D. Opsomer & Mario Francisco-Fernández & Rosa M. Crujeiras, 2020. "A goodness-of-fit test for regression models with spatially correlated errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 728-749, September.
- A. Meilán-Vila & R. Fernández-Casal & R. M. Crujeiras & M. Francisco-Fernández, 2021. "A computational validation for nonparametric assessment of spatial trends," Computational Statistics, Springer, vol. 36(4), pages 2939-2965, December.
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Keywords
Cramér-von Mises test; Wild bootstrap; Local polynomial regression;All these keywords.
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