Nonparametric Regression Tests Based on Least Squares

B-Tier
Journal: Econometric Theory
Year: 1992
Volume: 8
Issue: 4
Pages: 435-451

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes tests on semiparametric models based on the sum of squared residuals from a least-squares procedure. Smoothness conditions are imposed on the nonparametric portion of the model to obtain asymptotic normality of the sum of squared residuals. The approach yields tests of specification, significance, smoothness and concavity and allows for heteroskedastic residuals.

Technical Details

RePEc Handle
repec:cup:etheor:v:8:y:1992:i:04:p:435-451_01
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29