Pages that link to "Item:Q1861390"
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The following pages link to Model specification tests in nonparametric stochastic regression models (Q1861390):
Displaying 13 items.
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Sieve extremum estimation of a semiparametric transformation model (Q2179767) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
- Semiparametric Non-Linear Time Series Model Selection (Q4665849) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (Q5696351) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Estimation for single-index and partially linear single-index integrated models (Q5963528) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
