NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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+A trend-resistant test for structural change based on OLS residuals
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
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+A simple consistent bootstrap test for a parametric regression function
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+Consistent model specification tests for time series econometric models
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+NONPARAMETRIC SIGNIFICANCE TESTING
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+Tests for changes in models with a polynomial trend
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+TESTING FOR DISTRIBUTIONAL CHANGE IN 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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+Linearity testing using local polynomial approximation
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+Testing for structural change in conditional models
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+Central limit theorem for integrated square error of multivariate nonparametric density estimators
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+A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
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+Predictive tests for structural change with unknown breakpoint
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+A consistent test of functional form via nonparametric estimation techniques
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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+A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+Handbook of econometrics. Vol. 4
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Some Limit Theorems for Random Functions. II
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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+Inference in Nonlinear Econometric Models with Structural Change
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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