Pages that link to "Item:Q1893417"

The following pages link to Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417):

Displaying 16 items.

• Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
• Gini's multiple regressions: two approaches and their interaction (Q649518) (← links)
• Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables (Q1580343) (← links)
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
• Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE (Q5357403) (← links)
• Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
• Testing additivity in generalized nonparametric regression models with estimated parameters (Q5944499) (← links)