A loss function approach to model specification testing and its relative efficiency (Q366964): Difference between revisions

@@ Property / author @@
-Yoon-Jin Lee
@@ Property / author: Yoon-Jin Lee / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4864
@@ Property / arXiv ID: 1306.4864 / rank @@
+Normal rank
@@ Property / cites work @@
+On the use of nonparametric regression for model checking
+Normal rank
@@ Property / cites work @@
+A Look at Some Data on the Old Faithful Geyser
@@ Property / cites work: A Look at Some Data on the Old Faithful Geyser / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272821
@@ Property / cites work: Q4272821 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3260025
@@ Property / cites work: Q3260025 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Regression Models for Nonlinear Time Series
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
+Normal rank
@@ Property / cites work @@
+Nonparametric Inferences for Additive Models
@@ Property / cites work: Nonparametric Inferences for Additive Models / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
+Normal rank
@@ Property / cites work @@
+A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Generalized likelihood ratio statistics and Wilks phenomenon
+Normal rank
@@ Property / cites work @@
+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
+Normal rank
@@ Property / cites work @@
+Generalised likelihood ratio tests for spectral density
+Normal rank
@@ Property / cites work @@
+Bootstrap of kernel smoothing in nonlinear time series
+Normal rank
@@ Property / cites work @@
+Bandwidth Selection in Nonparametric Kernel Testing
+Normal rank
@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999325
@@ Property / cites work: Q3999325 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparing nonparametric versus parametric regression fits
+Normal rank
@@ Property / cites work @@
+Nonparametric statistics for testing of linearity and serial independence
+Normal rank
@@ Property / cites work @@
+Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
+Normal rank
@@ Property / cites work @@
+A loss function approach to model specification testing and its relative efficiency
+Normal rank
@@ Property / cites work @@
+Consistent Specification Testing Via Nonparametric Series Regression
+Normal rank
@@ Property / cites work @@
+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
+Normal rank
@@ Property / cites work @@
+Asymptotically minimax hypothesis testing for nonparametric alternatives. I
+Normal rank
@@ Property / cites work @@
+Asymptotically minimax hypothesis testing for nonparametric alternatives. II
+Normal rank
@@ Property / cites work @@
+Asymptotically minimax hypothesis testing for nonparametric alternatives. III
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood: An Introduction
@@ Property / cites work: Maximum Likelihood: An Introduction / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
+Normal rank
@@ Property / cites work @@
+Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
+Normal rank
@@ Property / cites work @@
+Q3428623
@@ Property / cites work: Q3428623 / rank @@
+Normal rank
@@ Property / cites work @@
+WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
+Normal rank
@@ Property / cites work @@
+Optimal monetary policy with a nonlinear Phillips curve
+Normal rank
@@ Property / cites work @@
+Q5474890
@@ Property / cites work: Q5474890 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank
@@ Property / cites work @@
+Q3884948
@@ Property / cites work: Q3884948 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Nonparametric Entropy-Based Testing
@@ Property / cites work: Consistent Nonparametric Entropy-Based Testing / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation Theorems of Mathematical Statistics
@@ Property / cites work: Approximation Theorems of Mathematical Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
+Normal rank
@@ Property / cites work @@
+Q4346911
@@ Property / cites work: Q4346911 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / cites work @@
+Bayesian Estimation and Prediction Using Asymmetric Loss Functions
+Normal rank
@@ Property / cites work @@
+A power comparison between nonparametric regression tests.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:366964