A consistent test of functional form via nonparametric estimation techniques
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- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
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Cited in
(only showing first 100 items - show all)- Consistent model specification tests for time series econometric models
- Adaptive-to-model checking for regressions with diverging number of predictors
- A scalable nonparametric specification testing for massive data
- A simple consistent bootstrap test for a parametric regression function
- Powerful nonparametric checks for parametric single-index quantile models with missing responses
- Model checks for functional linear regression models based on projected empirical processes
- A nonparametric test for covariate-adjusted models
- Nonparametric comparison of regression curves: An empirical process approach
- Minimum distance regression model checking
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Testing conditional moment restrictions
- Measuring Granger Causality in Quantiles
- A nonparametric R^2 test for the presence of relevant variables
- Global and local two-sample tests via regression
- Nonparametric model check based on local polynomial fitting
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
- A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- Two tests for heterocedasticity in nonparametric regression
- Asymptotically minimax test for a composite null hypothesis in the density model
- A nonparametric test for changing trends
- Nonparametric specification tests for conditional duration models
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
- A nonparametric hypothesis test for heteroscedasticity
- Testing the Martingale Difference Hypothesis
- Pairwise distance-based heteroscedasticity test for regressions
- Fast inference for semi-varying coefficient models via local averaging
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
- Nonparametric tests of moment condition stability
- Conditional variance model checking
- Regression function comparison for paired data
- Kernel-weighted specification testing under general distributions
- Nonparametric state price density estimation using constrained least squares and the bootstrap
- A goodness-of-fit test for variable-adjusted models
- Adaptive-to-Model Hybrid of Tests for Regressions
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Empirical smoothing lack-of-fit tests for variance function
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- Non-parametric regression tests using dimension reduction techniques
- On the lack of power of omnibus specification tests
- Some comments on specification tests in nonparametric absolutely regular processes
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- Omnibus model checks of linear assumptions through distance covariance
- Model Checking for Parametric Ordinary Differential Equations Systems
- A Review on Dimension-Reduction Based Tests For Regressions
- Testing for a constant coefficient of variation in nonparametric regression
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- A linear approximation to the wild bootstrap in specification testing
- Optimal minimax rates of specification testing with data-driven bandwidth
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- Testing additive separability of error term in nonparametric structural models
- Testing for a functional form of mean regression in a fully parametric environment
- Omnibus test for covariate effects in conditional copula models
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Estimation and inference in regression discontinuity designs with asymmetric kernels
- Guest editorial. Specification testing
- Specification testing for regression models with dependent data
- Dimension reduction-based significance testing in nonparametric regression
- Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- Fiscal policy and asset markets: a semiparametric analysis
- Specification testing in discretized diffusion models: theory and practice
- Model checking in Tobit regression with measurement errors using validation data
- Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
- Consistent model checking procedures for parametric regressions with missing response
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Heteroscedasticity checks for single index models
- Specification and structural break tests for additive models with applications to realized variance data
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Comparing conditional quantile curves
- Outlier detection in non-parametric profile monitoring
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
- Improved model checking methods for parametric models with responses missing at random
- Consistent GMM residuals-based tests of functional form
- Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
- Model checking for parametric single-index models with massive datasets
- Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling
- A perspective on recent methods on testing predictability of asset returns
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Consistent test for parametric models with right-censored data using projections
- Efficiency of thin and thick markets
- Specification Test for Spatial Autoregressive Models
- Some higher-order theory for a consistent non-parametric model specification test
- A specification test for the propensity score using its distribution conditional on participation
- Finding local departures from a parametric model using nonparametric regression
- An adaptive-to-model test for partially parametric single-index models
- Checking nonparametric component for partial linear regression model with missing response
- Model checking in Tobit regression via nonparametric smoothing
- The LLN and CLT for U-statistics under cross-sectional dependence
- Stochastically weighted average conditional moment tests of functional form
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
- A simple framework for nonparametric specification testing
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