Pages that link to "Item:Q4301279"
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The following pages link to Semiparametric Specification Testing of Non-nested Econometric Models (Q4301279):
Displayed 7 items.
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (Q737996) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS (Q2995419) (← links)