A consistent model specification test with mixed discrete and continuous data
From MaRDI portal
Publication:451277
DOI10.1016/j.jeconom.2006.07.015zbMath1247.62126MaRDI QIDQ451277
Cheng Hsiao, Jeffrey S. Racine, Q. Li
Publication date: 23 September 2012
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.015
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62E20: Asymptotic distribution theory in statistics
62G09: Nonparametric statistical resampling methods
Related Items
Modified martingale difference correlations, A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS, Market channel selections by US nursery plant producers: a multivariate nonparametric fractional regression analysis, Consistent GMM Residuals-Based Tests of Functional Form, Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis, A joint test for parametric specification and independence in nonlinear regression models, Testing Additive Separability of Error Term in Nonparametric Structural Models, Inference on individual treatment effects in nonseparable triangular models, Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors, Nonparametric estimation of stochastic frontier models with weak separability, Growth and convergence: a profile of distribution dynamics and mobility, An updated review of goodness-of-fit tests for regression models, A nonparametric \(R^2\) test for the presence of relevant variables, Regression discontinuity designs with unknown discontinuity points: testing and estimation, The inequality-growth plateau, Testing single-index restrictions with a focus on average derivatives, Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters, Assessing the dependence structure of the components of hybrid time series processes using mutual information, Generalized nonparametric smoothing with mixed discrete and continuous data, A note on using ratio variables in regression analysis, Adaptive testing using data-driven method selecting smoothing parameters, Specification test for panel data models with interactive fixed effects, Consistent model specification tests based on \(k\)-nearest-neighbor estimation method, SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A consistent test of functional form via nonparametric estimation techniques
- Nonparametric estimation of regression functions with both categorical and continuous data
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- A central limit theorem for generalized quadratic forms
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- When does bootstrap work! Asymptotic results and simulations
- Testing goodness-of-fit in regression via order selection criteria
- On the performance of kernel estimators for high-dimensional, sparse binary data
- The union/non-union wage differential: an application of semi-parametric methods
- A simple consistent bootstrap test for a parametric regression function
- Comparing nonparametric versus parametric regression fits
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Nonparametric estimation of joint discrete-continuous probability densities with applications
- Nonparametric smoothing and lack-of-fit tests
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- The Bierens test under data dependence
- Smoothing methods in statistics
- CONSISTENT MODEL SPECIFICATION TESTS
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- On nonparametric discrimination using density differences
- On nonparametric multivariate binary discrimination
- Multivariate binary discrimination by the kernel method
- A Conditional Kolmogorov Test
- Asymptotic Theory of Integrated Conditional Moment Tests
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Nonparametric Entropy-Based Testing
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities