منابع مشابه
An observation on regression-based specification tests
The use of regression-based specification tests, such as the nR2 form of the Lagrange Multiplier test, has become quite widespread over the last 20 years. The popularization of the nR2 form of the Lagrange Multiplier (LM) test, perhaps the most widely used class of regression-based tests, has come about in large part from the ease of its application to many tests of nonlinear restrictions and i...
متن کاملR-package FME : MCMC tests
This vignette tests the Markov chain Monte Carlo (MCMC) implementation of Rpackage FME (Soetaert and Petzoldt 2010). It includes the delayed rejection and adaptive Metropolis algorithm (Haario, Laine, Mira, and Saksman 2006)
متن کاملConsistent model-specification tests based on parametric bootstrap
In this paper we establish consistent tests of L2-type for the parametric functional form of the conditional mean of time series with values in Rd. A recent result on asymptotic distributions of U -statistics of weakly dependent observations is invoked to obtain the limit distributions of the test statistics. Since the asymptotic distributions depend on unknown parameters in a complicated way, ...
متن کاملCriteria for Generating Specification-Based Tests
This paper presents general criteria for generating test inputs from state-based speciications. Software testing can only be formalized and quantiied when a solid basis for test generation can be deened. Formal speciications of complex systems represent a signii-cant opportunity for testing because they precisely describe what functions the software is supposed to provide in a form that can eas...
متن کاملConsistent Model Specification Tests∗
This paper reviews the literature on tests for the correct specification of the functional form of parametric conditional expectation and conditional distribution models. In particular I will discuss various versions of the Integrated Conditional Moment (ICM) test and the ideas behind them.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2018
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2018.08.001