Pages that link to "Item:Q5959570"
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The following pages link to Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570):
Displayed 50 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Testing the Markov property with high frequency data (Q288343) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← 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)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- A robust test of specification based on order statistics (Q650728) (← links)
- Structural measurement errors in nonseparable models (Q736539) (← links)
- Selecting local models in multiple regression by maximizing power (Q745341) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- The environmental Kuznets curve semi-parametrically revisited (Q1927912) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- A significance test for covariates in nonparametric regression (Q2340873) (← links)
- Testing for symmetry and conditional symmetry using asymmetric kernels (Q2355168) (← links)
- A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model (Q2373692) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
- TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
- Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
- DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION (Q3021623) (← links)
- Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- Semiparametric methods in applied econometrics: do the models fit the data? (Q3427630) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models (Q3523675) (← links)
- A Semiparametric Analysis of Gasoline Demand in the United States Reexamining The Impact of Price (Q3578997) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION (Q5118573) (← links)
- Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
- Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)