To cite this version:Ricardo Cao, Wenceslao González-Manteiga. Goodness-of-fit tests for conditional models under censoring and truncation.Journal of Econometrics, Elsevier, 2008, 143 (1) This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting galley proof before it is published in its final citable form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.
A c c e p t e d m a n u s c r i p t
ABSTRACTThe problem of specification tests for conditional models is studied when the data are subject to left truncation and right censoring. A general method is applied to derive tests for the polynomial regression, the proportional hazards, the additive risks and the proportional odds models. Bootstrap versions to approximate the critical values of the test are introduced and proved to work both from a theoretical viewpoint as well as in a small simulation study.JEL Classification: C12, C15, C24