A SIMPLE CONSISTENT SPECIFICATION TEST

被引：0

作者：

DONALD, SG

机构：

[1] Department of Economics, College of Business Administration, University of Florida, Gainesville

来源：

ECONOMICS LETTERS | 1993年 / 41卷 / 03期

关键词：

D O I：

10.1016/0165-1765(93)90145-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper proposes a simple consistent model specification test for parametric models against non-parametric alternatives. The test statistic is based on comparison of randomly weighted sum of squared residuals of the parametric model and the sum of squared residuals from a series-based non-parametric estimate of the model.

引用

页码：231 / 234

页数：4

共 7 条

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[7] YATCHEW AJ, 1988, NONPARAMETRIC REGRES

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