Specification tests in nonparametric regression

Journal of Econometrics

Volumn 143, Issue 1, 2008, Pages 88-102

  Einmahl, John H J ^a   Van Keilegom, Ingrid ^b  

^a TILBURG UNIVERSITY   (Netherlands)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Bootstrap; Empirical process; Location scale regression; Model diagnostics; Nonparametric regression; Test for independence; Weak convergence

Indexed keywords

ASYMPTOTIC ANALYSIS; REGRESSION ANALYSIS; SPECIFICATIONS;

BOOTSTRAP; EMPIRICAL PROCESS; MODEL DIAGNOSTICS; NONPARAMETRIC REGRESSION; WEAK CONVERGENCE;

CONVERGENCE OF NUMERICAL METHODS;

EID: 38149097046     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.08.008     Document Type: Article

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