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Comparing nonparametric versus parametric regression fits

Citations

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Cited by:

  1. Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
  2. Chen, Rong, 1998. "Functional coefficient autoregressive models: Estimation and tests of hypotheses," SFB 373 Discussion Papers 1998,10, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Estela Bee Dagum & Alessandra Luati, 2002. "Global and local statistical properties of fixed-length nonparametric smoothers," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(3), pages 313-333, October.
  4. Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009. "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper 16893, University Library of Munich, Germany.
  5. 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.
  6. Donald W. K. Andrews & Xiaoxia Shi, 2013. "Inference Based on Conditional Moment Inequalities," Econometrica, Econometric Society, vol. 81(2), pages 609-666, March.
  7. Dabo-Niang, Sophie & Francq, Christian & Zakoïan, Jean-Michel, 2010. "Combining Nonparametric and Optimal Linear Time Series Predictions," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1554-1565.
  8. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Testing the martingale difference hypothesis using integrated regression functions," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2278-2294, December.
  9. John W. Galbraith & Simon van Norden, 2008. "The Calibration of Probabilistic Economic Forecasts," CIRANO Working Papers 2008s-28, CIRANO.
  10. Gerhard Weihrather, 1993. "Testing a linear regression model against nonparametric alternatives," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 367-379, December.
  11. Bissantz, Nicolai & Holzmann, Hajo, 2007. "Statistical inference for inverse problems," Technical Reports 2007,40, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  12. Neumann, Michael H., 1997. "Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations," SFB 373 Discussion Papers 1997,86, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  13. David C. Wheelock & Paul W. Wilson, 2011. "Are Credit Unions Too Small?," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1343-1359, November.
  14. Diack, C.A.T. & Thomas-Agnan, C., 1996. "A Nonparametric Test of The Non-Convexity of Regression," Papers 976.427, Toulouse - GREMAQ.
  15. Léopold Simar & Paul Wilson, 2011. "Inference by the m out of n bootstrap in nonparametric frontier models," Journal of Productivity Analysis, Springer, vol. 36(1), pages 33-53, August.
  16. repec:cwl:cwldpp:1761rr is not listed on IDEAS
  17. Zhang, Chunming & Dette, Holger, 2003. "A power comparison between nonparametric regression tests," Technical Reports 2003,22, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  18. Pascal Lavergne & Valentin Patilea, 2011. "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, January.
  19. repec:awi:wpaper:0473 is not listed on IDEAS
  20. Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha, 2014. "Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange," Economic Systems, Elsevier, vol. 38(2), pages 261-268.
  21. Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
  22. Bontemps, Christophe & Simioni, Michel & Surry, Yves R., 2005. "Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models," 2005 Annual meeting, July 24-27, Providence, RI 19547, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  23. Neumeyer, Natalie & Dette, Holger & Nagel, Eva-Renate, 2003. "A note on testing symmetry of the error distribution in linear regression models," Technical Reports 2003,25, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  24. Denis Chetverikov, 2012. "Testing regression monotonicity in econometric models," CeMMAP working papers CWP35/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  25. Lopez, O. & Patilea, V., 2009. "Nonparametric lack-of-fit tests for parametric mean-regression models with censored data," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 210-230, January.
  26. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
  27. Zhang, Chun-Xia & Mei, Chang-Lin & Zhang, Jiang-She, 2007. "An empirical study of a test for polynomial relationships in randomly right censored regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6543-6556, August.
  28. Heuchenne, Cédric & Van Keilegom, Ingrid, 2010. "Goodness-of-fit tests for the error distribution in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1942-1951, August.
  29. Li-Ping Zhu & Lin-Yi Qian & Jin-Guan Lin, 2011. "Variable selection in a class of single-index models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(6), pages 1277-1293, December.
  30. Lei Gao & Li Wang, 2011. "Security price responses to unexpected earnings: a nonparametric investigation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 241-258, June.
  31. Neumann, Michael H. & Paparoditis, Efstathios, 1998. "A nonparametric test for the stationary density," SFB 373 Discussion Papers 1998,58, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  32. Franke, Jürgen & Kreiss, Jens-Peter & Mammen, Enno, 1997. "Bootstrap of kernel smoothing in nonlinear time series," SFB 373 Discussion Papers 1997,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  33. Enno Mammen, 2007. "Comments on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 462-464, December.
  34. Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  35. Paulo Parente & Richard Smith, 2012. "Exogeneity in semiparametric moment condition models," CeMMAP working papers 30/12, Institute for Fiscal Studies.
  36. W. González-Manteiga & R. Cao, 1993. "Testing the hypothesis of a general linear model using nonparametric regression estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 161-188, December.
  37. Nicolas Debarsy & Vincenzo Verardi, 2010. "Estimating Nonlinearities in Spatial Autoregressive Models," Working Papers 1016, University of Namur, Department of Economics.
  38. Bartels, Knut, 1998. "A model specification test," SFB 373 Discussion Papers 1998,109, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  39. Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
  40. Anatolyev Stanislav, 2019. "Testing for a Functional Form of Mean Regression in a Fully Parametric Environment," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-20, January.
  41. Duchesne, Pierre & Li, Linyuan & Vandermeerschen, Jill, 2010. "On testing for serial correlation of unknown form using wavelet thresholding," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2512-2531, November.
  42. Härdle, Wolfgang & Liang, Hua & Sommerfeld, Volker, 1997. "Bootstrap approximations in a partially linear regression model," SFB 373 Discussion Papers 1997,102, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  43. Juei-Chao Chen, 1994. "Testing for no effect in nonparametric regression via spline smoothing techniques," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 251-265, June.
  44. Thomas Triebs & Subal C. Kumbhakar, 2012. "Management Practice in Production," ifo Working Paper Series 129, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  45. Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
  46. Limão, Nuno & Handley, Kyle, 2013. "Policy Uncertainty, Trade and Welfare: Theory and Evidence for China and the U.S," CEPR Discussion Papers 9615, C.E.P.R. Discussion Papers.
  47. Poulin, Jennifer & Duchesne, Pierre, 2008. "On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4432-4457, May.
  48. Bartels, Knut & Boztuæg, Yasemin & Müller, Marlene, 1999. "Testing the multinomial logit model," SFB 373 Discussion Papers 1999,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  49. Eckhard Liebscher, 2012. "Model checks for parametric regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 132-155, March.
  50. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  51. Mark Fiecas & Hernando Ombao, 2016. "Modeling the Evolution of Dynamic Brain Processes During an Associative Learning Experiment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1440-1453, October.
  52. Sommerfeld, Volker, 1997. "Wild bootstrap versus moment-oriented bootstrap," SFB 373 Discussion Papers 1997,76, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  53. Dette, Holger & Hetzler, Benjamin, 2004. "Specification tests indexed by bandwidths," Technical Reports 2004,48, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  54. Bissantz, Nicolai & Holzmann, Hajo & Pawlak, Mirosław, 2008. "Testing for image symmetries: with application to confocal microscopy," Technical Reports 2008,18, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  55. Läuter, Henning & Nikulin, Michail, 1999. "Parametric versus nonparametric goodness of fit: Another view," SFB 373 Discussion Papers 1999,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  56. Härdle, Wolfgang & Sperlich, Stefan & Spokoiny, Vladimir G., 1997. "Component analysis for additive models," SFB 373 Discussion Papers 1997,52, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  57. Zheng, Xu, 2008. "Testing for discrete choice models," Economics Letters, Elsevier, vol. 98(2), pages 176-184, February.
  58. He X. & Zhu L-X., 2003. "A Lack-of-Fit Test for Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1013-1022, January.
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