Pages that link to "Item:Q115750"
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The following pages link to Diagnostic testing and evaluation of maximum likelihood models (Q115750):
Displayed 35 items.
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- cmtest (Q115751) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Sequential nonlinear estimation with nonaugmented priors (Q1094800) (← links)
- Tests of moment restrictions in parametric duration models (Q1184950) (← links)
- Stochastic modeling of security returns: Evidence from the Helsinki stock exchange (Q1197921) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Lending cycles (Q1377307) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- A simple test for a parametric single index model. (Q2468555) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Tests for serial correlation and overdispersion in a count data regression model<sup>∗</sup> (Q4352558) (← links)
- A test for independence based on the correlation dimension (Q4355133) (← links)
- A test of the normality assumption in ordered probit model (Q4355141) (← links)
- Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models (Q4355145) (← links)
- Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
- The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power (Q4540843) (← links)
- Artificial neural networks: an econometric perspective<sup>∗</sup> (Q4853078) (← links)
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests (Q4853086) (← links)
- Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle (Q5457973) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Two-part multiple spell models for health care demand (Q5944501) (← links)