A consistent test of functional form via nonparametric estimation techniques
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Cited in
(only showing first 100 items - show all)- Testing independence in nonparametric regression
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- Heteroscedasticity checks for single index models
- Testing lack of fit of regression models under heteroscedasticity
- Consistent test for parametric models with right-censored data using projections
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- Specification test for panel data models with interactive fixed effects
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- Efficiency of thin and thick markets
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- Asymptotically minimax test for a composite null hypothesis in the density model
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- A nonparametric hypothesis test for heteroscedasticity
- Improved model checking methods for parametric models with responses missing at random
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Testing for a functional form of mean regression in a fully parametric environment
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
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- Goodness-of-fit tests for the spatial spectral density
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- A robust adaptive-to-model enhancement test for parametric single-index models
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Testing instability in a predictive regression model with nonstationary regressors
- A robust test of specification based on order statistics
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- A martingale-difference-divergence-based test for specification
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