A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512): Difference between revisions

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+Comparing nonparametric versus parametric regression fits
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Misspecified models with dependent observations
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+Asymptotic equivalence of nonparametric regression and white noise
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+Model specification testing of time series regressions
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+Adaptive tests of linear hypotheses by model selection
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+Goodness-of-fit tests for kernel regression with an application to option implied volatilities
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+Data-driven testing the fit of linear models
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+Adaptive hypothesis testing using wavelets
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+Data-driven rate-optimal specification testing in regression models
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+Nonparametric bootstrap analysis with applications to demographic effects in demand functions
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+Adaptive minimax testing in the discrete regression scheme
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Goodness-of-Fit Tests for Parametric Regression Models
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+Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
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+Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+A Parametric Approach to Flexible Nonlinear Inference
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+Publication:3408512