Specification testing for regression models with dependent data (Q291110): Difference between revisions

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+Javier Hidalgo
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+MaRDI publication profile
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+W2120232414
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+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
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+On some global measures of the deviations of density function estimates
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+Q3947020
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+Normal rank
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+Q3827448
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+Sieve bootstrap for time series
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+Bootstrapping empirical functions
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+Nonparametric regression under long-range dependent normal errors
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+Tests for Hurst effect
@@ Property / cites work: Tests for Hurst effect / rank @@
+Normal rank
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+Significance testing in nonparametric regression based on the bootstrap.
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+Distribution free goodness-of-fit tests for linear processes
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+Bootstrap methods: another look at the jackknife
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+Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+Necessary conditions for the bootstrap of the mean
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+Comparing nonparametric versus parametric regression fits
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+NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
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+Nonparametric tests for model selection with time series data
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+Nonparametric Test for Causality with Long-range Dependence
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+An alternative bootstrap to moving blocks for time series regression models
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+A Remark on Hausman's Specification Test
@@ Property / cites work: A Remark on Hausman's Specification Test / rank @@
+Normal rank
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series
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+Q4174025
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+Probabilities of maximal deviations for nonparametric regression function estimates
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+Nonparametric model checks for time series
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+Autoregressive-aided periodogram bootstrap for time series
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+The jackknife and the bootstrap for general stationary observations
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+Weak convergence of multivariate fractional processes
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+Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
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+Log-periodogram regression of time series with long range dependence
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+Gaussian semiparametric estimation of long range dependence
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+Large-sample inference for nonparametric regression with dependent errors
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+Nonparametric model checks for regression
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+Testing for nonlinearity in time series: the method of surrogate data
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+Strong approximation for long memory processes with applications
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+On the Maximum Deviation of the Sample Density
@@ Property / cites work: On the Maximum Deviation of the Sample Density / rank @@
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+Q4107030
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+A consistent test of functional form via nonparametric estimation techniques
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