메뉴 건너뛰기




Volumn 23, Issue 3, 2004, Pages 215-228

On the power of bootstrapped specification tests

Author keywords

Local alternative; Regression model; Specification test; Stochastic process; Wild bootstrap

Indexed keywords


EID: 5644227845     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-200028205     Document Type: Article
Times cited : (5)

References (18)
  • 1
    • 0000473677 scopus 로고
    • Consistent model specification test
    • Bierens, H. (1982). Consistent model specification test. J. Econometrics 20:105-134.
    • (1982) J. Econometrics , vol.20 , pp. 105-134
    • Bierens, H.1
  • 2
    • 0000932315 scopus 로고
    • A consistent conditional moment test of functional form
    • Bierens, H. (1990). A consistent conditional moment test of functional form. Econometrica 58:1443-1458.
    • (1990) Econometrica , vol.58 , pp. 1443-1458
    • Bierens, H.1
  • 3
    • 0001003419 scopus 로고    scopus 로고
    • Asymptotic theory of integrated conditional moment test
    • Bierens, H., Ploberger, W. (1997). Asymptotic theory of integrated conditional moment test. Econometrica 65:1129-1151.
    • (1997) Econometrica , vol.65 , pp. 1129-1151
    • Bierens, H.1    Ploberger, W.2
  • 5
    • 0002425832 scopus 로고    scopus 로고
    • The Bierens test under data dependence
    • De Jong, R. M. (1996). The Bierens test under data dependence. J. Econometrics 72:1-32.
    • (1996) J. Econometrics , vol.72 , pp. 1-32
    • De Jong, R.M.1
  • 6
    • 84974505808 scopus 로고
    • On limit behavior of a Chi-square type test if the number of conditional moments tested approaches infinity
    • De Jong, R. M., Bierens, H. J. (1994). On limit behavior of a Chi-square type test if the number of conditional moments tested approaches infinity. Econometric Theory 9:70-90.
    • (1994) Econometric Theory , vol.9 , pp. 70-90
    • De Jong, R.M.1    Bierens, H.J.2
  • 7
    • 21344496537 scopus 로고
    • Comparing nonparametric versus parametric regression fits
    • Härdle, W., Mammen, E. (1993). Comparing nonparametric versus parametric regression fits. Ann. Statist. 21:1926-1947.
    • (1993) Ann. Statist. , vol.21 , pp. 1926-1947
    • Härdle, W.1    Mammen, E.2
  • 8
    • 0000091003 scopus 로고
    • Asymptotic properties of non-linear least squares estimators
    • Jennrich, R. (1969). Asymptotic properties of non-linear least squares estimators. Ann. Math. Statist. 40:633-643.
    • (1969) Ann. Math. Statist. , vol.40 , pp. 633-643
    • Jennrich, R.1
  • 9
    • 0001727573 scopus 로고
    • The invariance principle for a lattice of random variables
    • Kuelbs, J. (1968). The invariance principle for a lattice of random variables. Ann. Math. Statist. 39:382-389.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 382-389
    • Kuelbs, J.1
  • 10
    • 0000712557 scopus 로고
    • Bootstrap procedures under some non i.i.d. models
    • Liu, R. (1988). Bootstrap procedures under some non i.i.d. models. Ann. Statist. 16:1696-1708.
    • (1988) Ann. Statist. , vol.16 , pp. 1696-1708
    • Liu, R.1
  • 11
    • 21144477186 scopus 로고
    • Bootstrap and wild bootstrap for high dimensional linear models
    • Mammen, E. (1993). Bootstrap and wild bootstrap for high dimensional linear models. Ann. Statist. 21:255-285.
    • (1993) Ann. Statist. , vol.21 , pp. 255-285
    • Mammen, E.1
  • 12
    • 0032343771 scopus 로고    scopus 로고
    • Consistent specification testing with nuisance parameter present only under the alternative
    • Stinchcombe, M. B., White, H. (1998). Consistent specification testing with nuisance parameter present only under the alternative. Econometric Theory 14:295-325.
    • (1998) Econometric Theory , vol.14 , pp. 295-325
    • Stinchcombe, M.B.1    White, H.2
  • 13
    • 0031520116 scopus 로고    scopus 로고
    • Nonparametric model checks for regression
    • Stute, W. (1997). Nonparametric model checks for regression. Ann. Statist. 25:613-641.
    • (1997) Ann. Statist. , vol.25 , pp. 613-641
    • Stute, W.1
  • 14
    • 0041357006 scopus 로고    scopus 로고
    • Bootstrap approximations in model checks for regression
    • Stute, W., Manteiga, W. G., Presedo, M. (1998). Bootstrap approximations in model checks for regression. J. Am. Statist. Assoc. 83:141-149.
    • (1998) J. Am. Statist. Assoc. , vol.83 , pp. 141-149
    • Stute, W.1    Manteiga, W.G.2    Presedo, M.3
  • 15
    • 0041457793 scopus 로고    scopus 로고
    • Consistent bootstrap tests of parametric regression functions
    • Whang, Y. (2000). Consistent bootstrap tests of parametric regression functions. J. Econometrics 98:27-46.
    • (2000) J. Econometrics , vol.98 , pp. 27-46
    • Whang, Y.1
  • 16
    • 0035588392 scopus 로고    scopus 로고
    • Consistent specification testing of conditional moment restrictions
    • Whang, Y. (2001). Consistent specification testing of conditional moment restrictions. Econ. Lett. 71:299-306.
    • (2001) Econ. Lett. , vol.71 , pp. 299-306
    • Whang, Y.1
  • 18
    • 0001673027 scopus 로고
    • Jacknife, bootstrap and other resampling methods in regression analysis
    • Wu, C. F. J. (1986). Jacknife, bootstrap and other resampling methods in regression analysis (with discussion). Anna. Statist. 14:1261-1350.
    • (1986) Anna. Statist. , vol.14 , pp. 1261-1350
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.