Tests of specification for parametric and semiparametric models (Q1801421): Difference between revisions

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+Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+Convergence rates for parametric components in a partly linear model
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+Specification Tests in Econometrics
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+Sample Selection Bias as a Specification Error
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+A functional central limit theorem for weakly dependent sequences of random variables
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+A note on Studentizing a test for heteroscedasticity
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+Invariance principles for dependent variables
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+On the invariance principle for nonstationary mixingales
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Generalized method of moments specification testing
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+Adaptive estimation of regression models via moment restrictions
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+Uniform Convergence in Probability and Stochastic Equicontinuity
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Diagnostic tests as residual analysis
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+Distributional specification tests against semiparametric alternatives
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+Convergence of stochastic processes
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+A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
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+Least absolute deviations estimation for the censored regression model
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+Root-N-Consistent Semiparametric Regression
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+Tests of specification in econometrics
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+Diagnostic testing and evaluation of maximum likelihood models
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+Maximum Likelihood Estimation of Misspecified Models
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