Nonparametric tests for model selection with time series data (Q1969429): Difference between revisions

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-Javier Hidalgo
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+Javier Hidalgo
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+MaRDI publication profile
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+Q5631874
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+On some global measures of the deviations of density function estimates
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+A Consistent Conditional Moment Test of Functional Form
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+Asymptotic Theory of Integrated Conditional Moment Tests
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+Q3947020
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+Normal rank
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+Q5340435
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+Several Tests for Model Specification in the Presence of Alternative Hypotheses
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+Semiparametric Specification Testing of Non-nested Econometric Models
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+Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
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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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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+Comparing nonparametric versus parametric regression fits
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+Weak invariance of generalized U-statistics for nonstationary absolutely regular processes
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Nonparametric Selection of Regressors: The Nonnested Case
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+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
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+Consistent Nonparametric Entropy-Based Testing
@@ Property / cites work: Consistent Nonparametric Entropy-Based Testing / rank @@
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+Q4727203
@@ Property / cites work: Q4727203 / rank @@
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+Tests of specification for parametric and semiparametric models
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+Some Limit Theorems for Random Functions. I
@@ Property / cites work: Some Limit Theorems for Random Functions. I / rank @@
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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+Variable selection in nonparametric regression with continuous covariates
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+A consistent test of functional form via nonparametric estimation techniques
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+Publication:1969429