Pages that link to "Item:Q1801421"

The following pages link to Tests of specification for parametric and semiparametric models (Q1801421):

Displaying 27 items.

• Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
• Model checking for partially linear models with missing responses at random (Q1002346) (← links)
• Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
• The union/non-union wage differential: an application of semi-parametric methods (Q1298452) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
• Testing conditional moment restrictions (Q1430924) (← links)
• Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
• Dealing with bottled water expenditures data with zero observations: A semiparametric specification (Q1606421) (← links)
• Consistent specification test for partially linear models with the k-nearest-neighbor method (Q1738428) (← links)
• Semiparametric estimation of partially linear panel data models (Q1915459) (← links)
• Nonparametric tests for model selection with time series data (Q1969429) (← links)
• Checking the adequacy of partial linear models with missing covariates at random (Q2393154) (← links)
• A simple test for a parametric single index model. (Q2468555) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• Hedonic price index estimation under mean‐independence of time dummies from quality characteristics (Q4439296) (← links)
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
• Bootstrap non-parametric significance test (Q5450525) (← links)
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)