A Consistent Conditional Moment Test of Functional Form
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Cited in
(only showing first 100 items - show all)- Testing conditional independence via Rosenblatt transforms
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- A single-blind controlled competition among tests for nonlinearity and chaos
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests for time series econometric models
- A simple consistent bootstrap test for a parametric regression function
- Recognizing changing seasonal patterns using artificial neural networks
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances
- Testing conditional moment restrictions
- Specification tests for the propensity score
- Consistent bootstrap tests of parametric regression functions
- A note on variable selection in nonparametric regression with dependent data
- A martingale-difference-divergence-based test for specification
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
- Testing treatment effect heterogeneity in regression discontinuity designs
- A robust adaptive-to-model enhancement test for parametric single-index models
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
- A consistent test for nonlinear out of sample predictive accuracy.
- Some higher-order theory for a consistent non-parametric model specification test
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Estimating simultaneous equations models by a simulation technique
- The Bierens test under data dependence
- An alternative series based consistent model specification test
- Testing for discrete choice models
- Nonparametric tests for model selection with time series data
- A simple framework for nonparametric specification testing
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- Estimation and inference of semiparametric models using data from several sources
- Uniform calibration tests for forecasting systems with small lead time
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Trinity tests of functions for conditional moment models
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Testing for lack-of-fit in functional regression models against general alternatives
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- Testing for a functional form of mean regression in a fully parametric environment
- Adaptive-to-model checking for regressions with diverging number of predictors
- A scalable nonparametric specification testing for massive data
- Specification test for panel data models with interactive fixed effects
- Statistical analysis of discrete-valued time series using categorical ARMA models
- An adaptive-to-model test for partially parametric single-index models
- Tests of additional conditional moment restrictions
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions
- Testing for separability in structural equations
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- Nonparametric checks for single-index models
- Unified approach to testing functional hypotheses in semiparametric contexts
- Semiparametric tests of conditional moment restrictions under weak or partial identification
- Inference on endogenously censored regression models using conditional moment inequalities
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- VAR forecasting under misspecification
- Stock market's reaction to money supply: a nonparametric analysis
- Generalized spectral tests for the martingale difference hypothesis
- On the asymptotic efficiency of GMM
- A consistent characteristic function-based test for conditional independence
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- A flexible nonparametric test for conditional independence
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Bias corrections in testing and estimating semiparametric, single index models
- Revisiting tests for neglected nonlinearity using artificial neural networks
- A note on testing the regression functions via nonparametric smoothing
- Testing competing models for non-negative data with many zeros
- Tests for price endogeneity in differentiated product models
- On the Power of Bootstrapped Specification Tests
- Functional form misspecification in regressions with a unit root
- Testing for neglected nonlinearity using extreme learning machines
- A linear approximation to the wild bootstrap in specification testing
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes
- Testing for treatment dependence of effects of a continuous treatment
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
- On the lack of power of omnibus specification tests
- Nonlinearity tests in time series analysis
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- A test for independence based on the correlation dimension
- Testing the Martingale Difference Hypothesis
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- A Review on Dimension-Reduction Based Tests For Regressions
- A simple bootstrap test for time series regression models
- Artificial neural networks: an econometric perspective∗
- Misspecification Testing in a Class of Conditional Distributional Models
- Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
- Testing linearity using power transforms of regressors
- A general approach to conditional moment specification testing with projections
- Consistent GMM residuals-based tests of functional form
- Nonparametric significance testing in measurement error models
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- Chi-Square Diagnostic Tests for Econometric Models: Theory
- Validation tests for semi-parametric models
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
- Dynamic misspecification in nonparametric cointegrating regression
- Moment condition tests for heavy tailed time series
- Testing single-index restrictions with a focus on average derivatives
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- A model selection method for S‐estimation
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