Journal ArticleDOI
A simple consistent bootstrap test for a parametric regression function
Qi Li,Suojin Wang +1 more
TLDR
In this paper, a simple consistent test is considered and a bootstrap method is proposed for testing a parametric regression functional form, which gives a more accurate approximation to the null distribution of the test than the asymptotic normal theory result.About:
This article is published in Journal of Econometrics.The article was published on 1998-11-01. It has received 270 citations till now. The article focuses on the topics: Null distribution & Parametric statistics.read more
Citations
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Journal ArticleDOI
Economic Development and CO2 Emissions : A Nonparametric Panel Approach
TL;DR: In this paper, the authors examined the empirical relation between CO2 emissions per capita and GDP per capita during the period 1960-1996, using a panel of 100 countries and found evidence of structural stability of the relationship.
Journal ArticleDOI
An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
TL;DR: In this paper, the authors developed a new test of a parametric model of a conditional mean function against a nonparametric alternative, which adapts to the unknown smoothness of the alternative model and is uniformly consistent against alternatives whose distance from the parametric models converges to zero at the fastest possible rate.
Journal ArticleDOI
A Consistent Nonparametric Test for Causality in Quantile
Kiho Jeong,Wolfgang Karl Härdle +1 more
TL;DR: In this paper, a nonparametric test of Granger causality in quantile was proposed, which is consistent against all fixed alternatives and detects local alternatives approaching the null at proper rates.
Journal ArticleDOI
The Environmental Kuznets Curve: Real Progress or Misspecified Models?
TL;DR: In this article, the authors explore the importance of modeling strategies when estimating the emissions-income relationship using U.S. state-level panel data on nitrogen oxide and sulfur dioxide emissions, using the standard parametric framework as well as a more flexible semiparametric alternative.
Journal ArticleDOI
Semiparametric Smooth Coefficient Models
TL;DR: In this paper, a semiparametric smooth coefficient model is proposed for estimating the production function of the nonmetal mineral industry in China, where the intermediate production and management expense has played a vital role and is an unbalanced determinant of the labor and capital elasticities of output in production.
References
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Journal ArticleDOI
Root-n-consistent semiparametric regression
TL;DR: In this article, a variable aleatoire (X,Z) dans #7B-R P ×#7b-R q is considered, and an estimateur generalisant l'estimateur des moindres carres ordinaires en inserant des estimateurs non parametriques de la regression dans la projection orthogonale non lineaire sur Z is constructed.
Book
The Bootstrap and Edgeworth Expansion
TL;DR: In this paper, the authors present a non-Edgeworth view of the Bootstrap and propose a method of importance sampling for estimating bias, variance, and skewness.
Journal ArticleDOI
Comparing Nonparametric Versus Parametric Regression Fits
Wolfgang Karl Härdle,Enno Mammen +1 more
TL;DR: In this paper, the wild bootstrap method was used to fit Engel curves in expenditure data analysis, and it was shown that the standard way of bootstrapping this statistic fails.
Book
Asymptotic techniques for use in statistics
TL;DR: In this paper, some basic limiting procedures for multivariate asymptotic expansions of conditional distributions have been discussed, including Edgeworth and allied expansions, as well as a general discussion on multivariate distributions.
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Consistent model specification tests : Omitted variables and semiparametric functional forms
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