A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573): Difference between revisions

@@ Property / cites work @@
+Robust score and portmanteau tests of volatility spillover
+Normal rank
@@ Property / cites work @@
+The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Estimation When a Parameter is on a Boundary
@@ Property / cites work: Estimation When a Parameter is on a Boundary / rank @@
+Normal rank
@@ Property / cites work @@
+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
+Normal rank
@@ Property / cites work @@
+Estimation and Inference With Weak, Semi-Strong, and Strong Identification
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation and uniform inference with sporadic identification failure
+Normal rank
@@ Property / cites work @@
+GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
+Normal rank
@@ Property / cites work @@
+Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
+Normal rank
@@ Property / cites work @@
+A simple approach to the parametric estimation of potentially nonstationary diffusions
+Normal rank
@@ Property / cites work @@
+Stable limits for sums of dependent infinite variance random variables
+Normal rank
@@ Property / cites work @@
+On geometric ergodicity of nonlinear autoregressive models
+Normal rank
@@ Property / cites work @@
+Consistent model specification tests
@@ Property / cites work: Consistent model specification tests / rank @@
+Normal rank
@@ Property / cites work @@
+A Consistent Conditional Moment Test of Functional Form
+Normal rank
@@ Property / cites work @@
+Asymptotic Theory of Integrated Conditional Moment Tests
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
+Normal rank
@@ Property / cites work @@
+On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space
+Normal rank
@@ Property / cites work @@
+Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Q3753259
@@ Property / cites work: Q3753259 / rank @@
+Normal rank
@@ Property / cites work @@
+The Bierens test under data dependence
@@ Property / cites work: The Bierens test under data dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957682
@@ Property / cites work: Q3957682 / rank @@
+Normal rank
@@ Property / cites work @@
+The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Central limit theorems for empirical measures
@@ Property / cites work: Central limit theorems for empirical measures / rank @@
+Normal rank
@@ Property / cites work @@
+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
+Normal rank
@@ Property / cites work @@
+On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
+Normal rank
@@ Property / cites work @@
+Imposing curvature restrictions on flexible functional forms
+Normal rank
@@ Property / cites work @@
+Testing for Granger causality with mixed frequency data
+Normal rank
@@ Property / cites work @@
+Some limit theorems for empirical processes (with discussion)
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+Consistent GMM Residuals-Based Tests of Functional Form
+Normal rank
@@ Property / cites work @@
+Stochastically weighted average conditional moment tests of functional form
+Normal rank
@@ Property / cites work @@
+Moment condition tests for heavy tailed time series
+Normal rank
@@ Property / cites work @@
+Q4249018
@@ Property / cites work: Q4249018 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Specification Testing Via Nonparametric Series Regression
+Normal rank
@@ Property / cites work @@
+Q3142889
@@ Property / cites work: Q3142889 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing a linear time series model against its threshold extension
+Normal rank
@@ Property / cites work @@
+Bootstrap procedures under some non-i.i.d. models
@@ Property / cites work: Bootstrap procedures under some non-i.i.d. models / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001821
@@ Property / cites work: Q4001821 / rank @@
+Normal rank
@@ Property / cites work @@
+The Use of Least Favorable Distributions in Testing Composite Hypotheses
+Normal rank
@@ Property / cites work @@
+A Test in the Presence of Nuisance Parameters
@@ Property / cites work: A Test in the Presence of Nuisance Parameters / rank @@
+Normal rank
@@ Property / cites work @@
+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
+Normal rank
@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
+Normal rank