Pages that link to "Item:Q1915460"

The following pages link to The Bierens test under data dependence (Q1915460):

Displaying 33 items.

• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• The Bierens test for certain nonstationary models (Q736671) (← links)
• 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)
• Testing the adequacy of semiparametric transformation models (Q1708362) (← 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)
• Uniform calibration tests for forecasting systems with small lead time (Q2103980) (← links)
• Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← 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)
• ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (Q4561967) (← links)
• TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• Fourier–type tests involving martingale difference processes (Q5864443) (← links)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)