erc/metu
INTERNATIONAL CONFERENCE IN ECONOMICS  IV
September 13-16, 2000, Ankara

A Nonparametric Hypothesis Test via the Bootstrap Resampling

Tuğrul Temel (Free University, The Netherlands)

Abstract

This paper adapts an already existing nonparametric hypothesis test to bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstrapped version of the test allows to approximate errors involved in the asymptotic hypothesis test.

Economic Research Center
Middle East Technical University
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