Pages that link to "Item:Q91794"

The following pages link to A consistent test of functional form via nonparametric estimation techniques (Q91794):

Displaying 50 items.

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• SpeTestNP (Q91795) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• Parametric approximations of nonparametric frontiers (Q261885) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• A nonparametric test for changing trends (Q262832) (← links)
• Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
• Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
• Guest editorial. Specification testing (Q291095) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Finding local departures from a parametric model using nonparametric regression (Q451368) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Goodness-of-fit tests for copulas (Q558063) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• A robust test of specification based on order statistics (Q650728) (← links)
• A nonparametric test for covariate-adjusted models (Q680479) (← links)
• Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
• Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings (Q739581) (← links)
• Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
• Checking nonparametric component for partial linear regression model with missing response (Q900749) (← links)
• On the performance of nonparametric specification tests in regression models (Q951882) (← links)
• Model checking in errors-in-variables regression (Q957322) (← links)
• Nonparametric lack-of-fit tests for parametric mean-regression models with censored data (Q958919) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
• Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
• Minimum distance regression model checking (Q1417798) (← links)
• A power comparison between nonparametric regression tests. (Q1427716) (← links)
• Testing conditional moment restrictions (Q1430924) (← links)
• A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
• Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)