Pages that link to "Item:Q1302761"

The following pages link to Consistent model specification tests for time series econometric models (Q1302761):

Displaying 35 items.

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
• A consistent characteristic function-based test for conditional independence (Q289185) (← links)
• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• Tests for changing mean with monotonic power (Q301955) (← links)
• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Checking nonlinear heteroscedastic time series models (Q556432) (← links)
• A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• A test for model specification of diffusion processes (Q2477057) (← links)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
• TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
• A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251) (← links)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
• A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
• MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
• Semiparametric estimation and testing of the trend of temperature series (Q5488521) (← links)
• Functional‐coefficient models under unit root behaviour (Q5703226) (← links)