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Nonparametric methods for testing parametric models
Başlık:
Nonparametric methods for testing parametric models
Yazar:
Fe Rodriguez, Eduardo, author.
ISBN:
9780355978391
Yazar Ek Girişi:
Fiziksel Tanımlama:
1 electronic resource (270 pages)
Genel Not:
Source: Dissertation Abstracts International, Volume: 76-08C.
Özet:
In this thesis we explore the use of Nonparametric statistical Methods in order to construct consistent misspecification tests. A new Consistent Conditional Moment test is proposed. The statistic resembles a nonparametric version of Newey's (1985) Conditional Moment test. Our tests exhibits good power and size when bootstrap methods are used. It is also powerful against local departures of order √Nhd/2.This test is based on the use of the Nadaraya-Watson (NW) estimator. However, Stone's (1977) Local Linear Regression (LLR) is known to enjoy better theoretical properties, and therefore, we explore if these advantages carry over to a testing framework. In developing this discussion a whole new battery of consistent conditional moment tests is constructed.
Notlar:
School code: 1543
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Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
XX(683875.1) | 683875-1001 | Proquest E-Tez Koleksiyonu | Arıyor... |
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