The following pages link to A Conditional Kolmogorov Test (Q4359766):
Displayed 29 items.
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Testing parametric conditional distributions using the nonparametric smoothing method (Q453724) (← links)
- Flexible estimation of wage distributions in the presence of covariates (Q961411) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA (Q3168419) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)