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      Chapter

      Nonparametric Bootstrap Specification Testing in Econometric Models
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      Chapter

      Nonparametric Bootstrap Specification Testing in Econometric Models

      DOI link for Nonparametric Bootstrap Specification Testing in Econometric Models

      Nonparametric Bootstrap Specification Testing in Econometric Models book

      Nonparametric Bootstrap Specification Testing in Econometric Models

      DOI link for Nonparametric Bootstrap Specification Testing in Econometric Models

      Nonparametric Bootstrap Specification Testing in Econometric Models book

      ByTae-Hwy Lee, Aman Ullah
      BookComputer-Aided Econometrics

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      Edition 1st Edition
      First Published 2003
      Imprint CRC Press
      Pages 26
      eBook ISBN 9780429213700
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      ABSTRACT

      Since the path-breaking work of Karl Pearson the 20th century saw significant advance in parametric statistical and econometric hypothesis-testing procedures [see Bera (2000) for an excellent survey]. A problem with the parametric testing procedures is that the tests may not be consistent under the mis-specified alternative hypotheses. In the last two decades a rich literature has developed on constructing consistent model specification tests using nonparametric estimation techniques. Bierens (1982) was the first to provide a consistent conditional moment test for model mis-specification. Ullah (1985) first suggested the construction of a model specification test using the nonparametric estimation technique. A nonparametric specification test for time-series data was first proposed by Robinson (1989).

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