scientific article; zbMATH DE number 3287335
From MaRDI portal
Publication:5570567
zbMath0179.48902MaRDI QIDQ5570567
Publication date: 1969
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (88)
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality ⋮ Stochastically weighted average conditional moment tests of functional form ⋮ A Bayesian goodness-of-fit test for regression ⋮ Testing strategies for model specification ⋮ Stochastic Volatility Models Predictive Relevance for Equity Markets ⋮ On modeling the advertising-operations interface under asymmetric competition ⋮ On the simultaneous effects of model misspecification and errors in variables ⋮ The significance of testing empirical non-nested models ⋮ A dynamic factor approach to nonlinear stability analysis ⋮ On the robustness of nonlinearity tests to moment condition failure ⋮ Inference on conditional moment restriction models with generated variables ⋮ J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY ⋮ Consistent GMM Residuals-Based Tests of Functional Form ⋮ On the power of tests for superexogeneity and structural invariance ⋮ A variational model for context-driven effects in perception and cognition ⋮ Immigration and the Dutch disease a counterfactual analysis of the Norwegian resource boom 2004--2013 ⋮ New insights into the stochastic ray production frontier ⋮ Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation ⋮ Kumaraswamy regression model with Aranda-Ordaz link function ⋮ Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models ⋮ Bootstrap-based testing inference in beta regressions ⋮ Spurious regression ⋮ Exchange rate pass-through in a small open economy: the importance of the distribution sector ⋮ The Burr XII quantile regression for salary-performance models with applications in the sports economy ⋮ Specification testing with estimated variables ⋮ A note on variable addition tests for linear and log-linear models ⋮ RESET for quantile regression ⋮ A note on spurious nonlinear regression ⋮ Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model ⋮ Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter? ⋮ A misspecification test for beta prime regression models ⋮ A non-linear forecast combination procedure for binary outcomes ⋮ Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey ⋮ Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector ⋮ Testing for linearity in simple regression models ⋮ A general class of zero-or-one inflated beta regression models ⋮ A variable addition test for exogeneity in structural threshold models ⋮ Improved bispectrum based tests for Gaussianity and linearity ⋮ Currency devaluation, aggregate output, and the long run: An empirical study ⋮ Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method ⋮ A robust test of specification based on order statistics ⋮ A neural network method for nonlinear time series analysis ⋮ A simple framework for nonparametric specification testing ⋮ Testing linearity using power transforms of regressors ⋮ The robustness of the RESET test to non-normal error terms ⋮ On the estimation of total factor productivity: a novel Bayesian non-parametric approach ⋮ Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach ⋮ Dynamic misspecification in nonparametric cointegrating regression ⋮ Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity ⋮ Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests ⋮ Automatic and location-adaptive estimation in functional single-index regression ⋮ Variable dispersion beta regressions with parametric link functions ⋮ Unnamed Item ⋮ Political instability and economic growth in developing economies: Some specification empirics ⋮ Simulation-based finite-sample tests for heteroskedasticity and ARCH effects ⋮ Consistent model specification tests ⋮ Smoothing spline based tests for nonlinearity in a partially linear model ⋮ Identifying types in contest experiments ⋮ Nonlinearity tests in time series analysis ⋮ On the application of robust, regression-based diagnostics to models of conditional means and conditional variances ⋮ Autocorrelated disturbances in the light of specification analysis ⋮ Testing for functional misspecification in regression analysis ⋮ Granger causality, exogeneity, cointegration, and economic policy analysis ⋮ Robustness checks and robustness tests in applied economics ⋮ Specification analysis of linear quantile models ⋮ Residuals in tests for adequacy of regression relationships ⋮ A low-dimension portmanteau test for non-linearity ⋮ Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors ⋮ Unnamed Item ⋮ Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models ⋮ Performance assessment in higher education in Britain ⋮ Detecting business cycle asymmetries using artificial neural networks and time series models ⋮ A radial basis function artificial neural network test for neglected nonlinearity ⋮ Unnamed Item ⋮ Fertility, growth, and flat-rate taxation for education subsidies ⋮ Dif-in-dif estimators of multiplicative treatment effects ⋮ Unit root tests for ESTAR models ⋮ Practical steps to improve specification testing ⋮ Recursive stability analysis of linear regression relationships. An exploratory methodology ⋮ Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation ⋮ Model specification tests. A simultaneous approach ⋮ Some properties of inferences in misspecified linear models ⋮ Linear unbiased approximators of the disturbances in the standard linear model ⋮ Nonlinear relationship between household composition and electricity consumption: optimal threshold models ⋮ Regression Analysis of Multivariate Fractional Data ⋮ A consistent test for nonlinear out of sample predictive accuracy. ⋮ Specification test for panel data models with interactive fixed effects ⋮ Loss aversion and scale compatibility in two-attribute trade-offs
This page was built for publication:
