Pages that link to "Item:Q4359767"
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The following pages link to Asymptotic Theory of Integrated Conditional Moment Tests (Q4359767):
Displayed 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- The Bierens test for certain nonstationary models (Q736671) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- On the performance of nonparametric specification tests in regression models (Q951882) (← 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)
- Testing the link when the index is semiparametric -- a comparative study (Q1020771) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- Infrastructure and productivity: A nonlinear approach (Q1302759) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
- Testing treatment effect heterogeneity in regression discontinuity designs (Q1739871) (← links)
- A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
- Nonparametric tests for conditional symmetry (Q1792455) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Projection-based consistent test for linear regression model with missing response and covariates (Q2025239) (← links)
- Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Estimation and hypothesis test for partial linear single-index multiplicative models (Q2183764) (← links)