Pages that link to "Item:Q5959570"
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The following pages link to Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570):
Displayed 13 items.
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model (Q2373692) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- Semiparametric methods in applied econometrics: do the models fit the data? (Q3427630) (← links)
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models (Q3523675) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)