A simple consistent bootstrap test for a parametric regression function Academic Article uri icon

abstract

  • A simple consistent test is considered and a bootstrap method is proposed for testing a parametric regression functional form. It is shown that the bootstrap method gives a more accurate approximation to the null distribution of the test than the asymptotic normal theory result. We also propose a consistent test for testing a parametric partially linear model versus a semiparametric partially linear alternative. Monte Carlo simulations suggest that the bootstrap test performs well based on 'wild bootstrap' critical values. 1998 Elsevier Science S.A. All rights reserved.

published proceedings

  • JOURNAL OF ECONOMETRICS

altmetric score

  • 3

author list (cited authors)

  • Li, Q., & Wang, S. J.

citation count

  • 183

complete list of authors

  • Li, Q||Wang, SJ

publication date

  • November 1998