{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,9]],"date-time":"2026-09-09T16:41:20Z","timestamp":1788972080953,"version":"build-2803163510"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2000,12,15]],"date-time":"2000-12-15T00:00:00Z","timestamp":976838400000},"content-version":"unspecified","delay-in-days":14,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,12]]},"abstract":"<jats:p>We point out the close relationship between the integrated \nconditional moment tests in Bierens (1982, <jats:italic>Journal \nof Econometrics<\/jats:italic> 20, 105\u2013134) and Bierens and \nPloberger (1997, <jats:italic>Econometrica<\/jats:italic> 65, 1129\u20131152) \nwith the complex-valued exponential weight function and \nthe kernel-based tests in H\u00e4rdle and Mammen (1993, \n<jats:italic>Annals of Statistics<\/jats:italic> 21, 1926\u20131947), Li \nand Wang (1998, <jats:italic>Journal of Econometrics<\/jats:italic> 87, 145\u2013165), \nand Zheng (1996, <jats:italic>Journal of Econometrics<\/jats:italic> 75, 263\u2013289). \nIt is well established that the integrated conditional \nmoment tests of Bierens (1982) and Bierens and Ploberger \n(1997) are more powerful than kernel-based nonparametric \ntests against Pitman local alternatives. In this paper \nwe analyze the power properties of the kernel-based tests \nand the integrated conditional moment tests for a sequence \nof \u201csingular\u201d local alternatives, and show \nthat the kernel-based tests can be more powerful than the \nintegrated conditional moment tests for these \u201csingular\u201d \nlocal alternatives. These results suggest that integrated \nconditional moment tests and kernel-based tests should \nbe viewed as complements to each other. Results from a \nsimulation study are in agreement with the theoretical \nresults.<\/jats:p>","DOI":"10.1017\/s0266466600166083","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"1016-1041","source":"Crossref","is-referenced-by-count":80,"title":["CONSISTENT MODEL SPECIFICATION TESTS"],"prefix":"10.1017","volume":"16","author":[{"given":"Yanqin","family":"Fan","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Qi","family":"Li","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,12,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600166083","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T19:44:50Z","timestamp":1557344690000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600166083\/type\/journal_article"}},"subtitle":["Kernel-Based Tests Versus Bierens' ICM Tests"],"short-title":[],"issued":{"date-parts":[[2000,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2000,12]]}},"alternative-id":["S0266466600166083"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600166083","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,12]]}}}