A SIMPLE CONSISTENT SPECIFICATION TEST

Authors
DONALD SG
Citation
Sg. Donald, A SIMPLE CONSISTENT SPECIFICATION TEST, Economics letters, 41(3), 1993, pp. 231-234
Citations number
7
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
41
Issue
3
Year of publication
1993
Pages
231 - 234
Database
ISI
SICI code
0165-1765(1993)41:3<231:ASCST>2.0.ZU;2-B
Abstract
This paper proposes a simple consistent model specification test for p arametric models against non-parametric alternatives. The test statist ic is based on comparison of randomly weighted sum of squared residual s of the parametric model and the sum of squared residuals from a seri es-based non-parametric estimate of the model.