Pages that link to "Item:Q3551019"
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The following pages link to ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019):
Displaying 28 items.
- Specification tests for the propensity score (Q143736) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- On Sobolev tests of uniformity on the circle with an extension to the sphere (Q2174999) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS (Q2847589) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
- On the Asymptotic Efficiency of Directional Models Checks for Regression (Q4609013) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
- Goodness-of-fit tests based on the min-characteristic function (Q6626706) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
- A Gaussian process approach to model checks (Q6656628) (← links)
