Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/9777
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dc.contributor.authorEINMAHL, J.-
dc.contributor.authorVAN KEILEGOM, Ingrid-
dc.date.accessioned2009-08-19T09:18:51Z-
dc.date.availableWITHHELD_ONE_YEAR-
dc.date.issued2008-
dc.identifier.citationJOURNAL OF ECONOMETRICS, 143(1). p. 88-102-
dc.identifier.issn0304-4076-
dc.identifier.urihttp://hdl.handle.net/1942/9777-
dc.description.abstractConsider the location-scale regression model Y = m(X) + sigma(X)epsilon, where the error epsilon is independent of the covariate X, and m and sigma are smooth but unknown functions. We construct tests for the validity of this model and show that the asymptotic limits of the proposed test statistics are distribution free. We also investigate the finite sample properties of the tests through a simulation study, and we apply the tests in the analysis of data on food expenditures. (c) 2007 Elsevier B.V. All rights reserved.-
dc.language.isoen-
dc.publisherELSEVIER SCIENCE SA-
dc.subject.otherbootstrap; empirical process; location-scale regression; model diagnostics; nonparametric regression; test for independence; weak convergence-
dc.titleSpecification tests in nonparametric regression-
dc.typeJournal Contribution-
local.bibliographicCitation.conferencenameExplanatory Workshop of the European-Science-Foundation on Specification Testing-
local.bibliographicCitation.conferenceplaceSantander, SPAIN, DEC, 2005-
dc.identifier.epage102-
dc.identifier.issue1-
dc.identifier.spage88-
dc.identifier.volume143-
local.format.pages15-
local.bibliographicCitation.jcatA1-
dc.description.notes[Van Keilegom, Ingrid] Univ Catholique Louvain, Inst Stat, B-1348 Louvain, Belgium. [Einmahl, John H. J.] Tilburg Univ, Dept Econometr & OR, NL-5000 LE Tilburg, Netherlands. [Einmahl, John H. J.] Tilburg Univ, CentER, NL-5000 LE Tilburg, Netherlands.-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.bibliographicCitation.oldjcatA1-
dc.identifier.doi10.1016/j.jeconom.2007.08.008-
dc.identifier.isi000253555900007-
item.accessRightsOpen Access-
item.contributorEINMAHL, J.-
item.contributorVAN KEILEGOM, Ingrid-
item.fullcitationEINMAHL, J. & VAN KEILEGOM, Ingrid (2008) Specification tests in nonparametric regression. In: JOURNAL OF ECONOMETRICS, 143(1). p. 88-102.-
item.fulltextWith Fulltext-
crisitem.journal.issn0304-4076-
crisitem.journal.eissn1872-6895-
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