Pages that link to "Item:Q1915460"
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The following pages link to The Bierens test under data dependence (Q1915460):
Displayed 17 items.
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- Infrastructure and productivity: A nonlinear approach (Q1302759) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- A test for independence based on the correlation dimension (Q4355133) (← links)
- Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)