Download or read book Three Nonparametric Specification Tests for Parametric Regression Models written by Sejong Wang and published by . This book was released on 1994 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Functional Estimation written by B. L. S. Prakasa Rao and published by Academic Press. This book was released on 2014-07-10 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.
Download or read book A General Model Specification Testing Framework for Nonparametric Estimation of the Regression Function written by Pedro L. Gozalo Cárdaba and published by . This book was released on 1989 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Tests for Regression Models written by Shishirkumar Shreedhar Jogdeo and published by . This book was released on 1962 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Non parametric Specification Testing of Non tested Econometric Models written by Qi Li and published by . This book was released on 1995 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Tests for Complete Data written by Vilijandas Bagdonavicius and published by John Wiley & Sons. This book was released on 2013-02-04 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns testing hypotheses in non-parametric models. Classical non-parametric tests (goodness-of-fit, homogeneity, randomness, independence) of complete data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.
Download or read book A Simple Framework for Nonparametric Specification Testing written by Glenn Ellison and published by . This book was released on 1998 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents a simple framework for testing the specification of parametric conditional means. The test statistics are based on quadratic forms in the residuals of the null model. Under general assumptions the test statistics are asymptotically normal under the null. With an appropriate choice of the weight matrix, the tests are shown to be consistent and to have good local power. Specific implementations involving matrices of bin and kernel weights are discussed. Finite sample properties are explored in simulations and an application to some parametric models of gasoline demand is presented.
Download or read book Nonparametric Econometric Methods written by Qi Li and published by Emerald Group Publishing. This book was released on 2009-12-04 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. This work is suitable for those who wish to familiarize themselves with nonparametric methodology.
Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2023-07-18 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Download or read book Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity written by and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper considers a nonparametric time series regression model with a nonstationary regressor. We construct a nonparametric test for testing whether the regression is of a known parametric form indexed by a vector of unknown parameters. We establish the asymptotic distribution of the proposed test statistic. Both the setting and the results differ from earlier work on nonparametric time series regression with stationarity. In addition, we develop a bootstrap simulation scheme for the selection of suitable bandwidth parameters involved in the kernel test as well as the choice of simulated critical values. An example of implementation is given to show that the proposed test works in practice.
Download or read book Computer Aided Econometrics written by David E. A. Giles and published by CRC Press. This book was released on 2003-06-18 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.
Download or read book Some Simple Non parametric Tests for Misspecification of Regression Models Using Sign Changes of Residuals written by H. Bunzel and published by . This book was released on 1988 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Non parametric Specification Tests for Conditional Duration Models written by Marcelo Fernandes and published by . This book was released on 2000 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models written by Jia Chen and published by . This book was released on 2013 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we consider some specification testing problems in nonlinear time series models with nonstationarity. We propose using a nonparametric kernel test for specifying whether the regression function is of a known parametric nonlinear form. The power function of the proposed nonparametric test is systematically studied and an asymptotic distribution of the test statistic is shown to depend on the asymptotic behavior of the so called "distance function" under a sequence of general semiparametric local alternatives. The asymptotic theory developed in this paper differs from existing work on nonparametric specification testing in the stationary time series case. In order to implement the proposed test in practice, a computer-intensive bootstrap simulation procedure is introduced and asymptotic approximations for both the size and power functions are established. Furthermore, the bandwidth involved in the test is selected by maximizing the power function while the size function is controlled by a significance level. Meanwhile, both simulated and real data examples are provided to illustrate the proposed theory and methodology.
Download or read book Nonparametric and Semiparametric Models written by Wolfgang Karl Härdle and published by Springer Science & Business Media. This book was released on 2012-08-27 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
Download or read book Nonparametric Specification Testing in Random Parameter Models written by Christoph Breunig and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Goodness of fit Tests Based on Series Estimators in Nonparametric Instrumental Regression written by Christoph Breunig and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or nonparametric specification as well as a test of exogeneity of the vector of regressors. The tests are asymptotically normally distributed under correct specification and consistent against any alternative model. Under a sequence of local alternative hypotheses, the asymptotic distribution of the tests is derived. Moreover, uniform consistency is established over a class of alternatives whose distance to the null hypothesis shrinks appropriately as the sample size increases.
