Pages that link to "Item:Q4917235"

The following pages link to A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235):

Displaying 18 items.

• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• A nonparametric measure of heteroskedasticity (Q830680) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
• (Q5004036) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• Detection of marginal heteroscedasticity for partial linear single-index models (Q5082565) (← links)
• A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
• Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)
• Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
• Testing the parametric form of the conditional variance in regressions based on distance covariance (Q6071706) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Heteroscedasticity identification and variable selection via multiple quantile regression (Q6552567) (← links)