A consistent model specification test with mixed discrete and continuous data
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Cites work
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- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A central limit theorem for generalized quadratic forms
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- A consistent test of functional form via nonparametric estimation techniques
- A simple consistent bootstrap test for a parametric regression function
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Asymptotic Theory of Integrated Conditional Moment Tests
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Nonparametric Entropy-Based Testing
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Multivariate binary discrimination by the kernel method
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Nonparametric estimation of joint discrete-continuous probability densities with applications
- Nonparametric estimation of regression functions with both categorical and continuous data
- Nonparametric smoothing and lack-of-fit tests
- On nonparametric discrimination using density differences
- On nonparametric multivariate binary discrimination
- On the performance of kernel estimators for high-dimensional, sparse binary data
- Smoothing methods in statistics
- Testing goodness-of-fit in regression via order selection criteria
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- The Bierens test under data dependence
- The union/non-union wage differential: an application of semi-parametric methods
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- When does bootstrap work! Asymptotic results and simulations
Cited in
(31)- A nonparametric R^2 test for the presence of relevant variables
- Specification test for high-dimensional partially linear varying coefficient spatial autoregressive model
- Combining the virtues of stochastic frontier and data envelopment analysis
- Kernel-weighted specification testing under general distributions
- Growth and convergence: a profile of distribution dynamics and mobility
- Modified martingale difference correlations
- Testing additive separability of error term in nonparametric structural models
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Consistent GMM residuals-based tests of functional form
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Specification Test for Spatial Autoregressive Models
- An optimal test for the additive model with discrete or categorical predictors
- Subsampling adaptive projection-test with mixed predictors
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
- Nonparametric estimation of stochastic frontier models with weak separability
- Adaptive testing using data-driven method selecting smoothing parameters
- Assessing the dependence structure of the components of hybrid time series processes using mutual information
- Market channel selections by US nursery plant producers: a multivariate nonparametric fractional regression analysis
- A note on using ratio variables in regression analysis
- A nonnested approach to testing continuous time models against discrete alternatives
- A nonparametric test of significant variables in gradients
- Consistent model specification tests
- Specification test for panel data models with interactive fixed effects
- The inequality-growth plateau
- Testing single-index restrictions with a focus on average derivatives
- Inference on individual treatment effects in nonseparable triangular models
- An updated review of goodness-of-fit tests for regression models
- A joint test for parametric specification and independence in nonlinear regression models
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
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