Consequences and Detection of Misspecified Nonlinear Regression Models

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Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
Misspecified models with dependent observations
Model specification tests. A simultaneous approach
Linear least squares estimates and nonlinear means
A new method for estimating model parameters for multinomial data
Checking the adequacy for a distortion errors-in-variables parametric regression model
Goodness-of-fit tests in linear EV regression with replications
A predictive deviance criterion for selecting a generative model in semi-supervised classification
Semiparametric instrumental variable estimation of treatment response models.
Quantile estimation under possibly misspecified generalised linear model
Testing the functional constraints on parameters in regressions with variables of different frequency
Improved prediction in finite population sampling using convex combination of parametric and non-parametric models
Asymptotic normality of a combined regression estimator
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence
Models as approximations. I. Consequences illustrated with linear regression
Discussion of: ``Models as approximations
Identification and estimation of the SEIRD epidemic model for COVID-19
Jackknife model averaging for expectile regressions in increasing dimension
Link misspecification in generalized linear mixed models with a random intercept for binary responses
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
Adaptive-to-model checking for regressions with diverging number of predictors
Analytic standard errors for exploratory process factor analysis
Model checking for parametric regressions with response missing at random
Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
Goodness-of-fit and confidence intervals of approximate models
Robust prediction and extrapolation designs for nonlinear regression with imprecision
Model checking in Tobit regression via nonparametric smoothing
Minimum distance partial linear regression model checking with Berkson measurement errors
Asymptotic properties of probability measure estimators in a nonparametric model
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
Functional form misspecification in regressions with a unit root
scientific article; zbMATH DE number 5697128 (Why is no real title available?)
Optimal parametric design with applications to pharmacokinetic and pharmacodynamic trials
Diagnosis of Random‐Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response
Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
Empirical smoothing lack-of-fit tests for variance function
Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
Detecting random-effects model misspecification via coarsened data
Testing weak exogeneity in multiplicative error models
On normal theory based inference for multilevel models with distributional violations
On the simultaneous effects of model misspecification and errors in variables
Artificial neural networks: an econometric perspective^∗
Uniqueness of the least‐distances estimator in regression models with multivariate response
Rejoinder for “Exponential-Family Embedding With Application to Cell Developmental Trajectories for Single-Cell RNA-Seq Data”
Consistent GMM residuals-based tests of functional form
Model-free forward screening via cumulative divergence
A likelihood ratio test to discriminate exponential-Poisson and gamma distributions
Construction of credible intervals for nonlinear regression models with unknown error distributions
Dynamic misspecification in nonparametric cointegrating regression
Moment condition tests for heavy tailed time series
Distribution-free test in Tobit mean regression model
Consistent estimation of species abundance from a presence-absence map
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
A joint test for parametric specification and independence in nonlinear regression models
Nonlinear autoregressive models with optimality properties
Fourier methods for model selection
Model Selection of Generalized Estimating Equation With Divergent Model Size
Model Checking for Parametric Ordinary Differential Equations Systems
Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
Model checking for parametric single-index models with massive datasets
A sandwich-type standard error estimator of SEM models with multivariate time series
Minimum distance conditional variance function checking in heteroscedastic regression models
A lack-of-fit test in Tobit errors-in-variables regression models
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
A General M-estimation Theory in Semi-Supervised Framework
Jackknife model averaging for additive expectile prediction
Distributed estimation and inference for semiparametric binary response models
Bias testing, bias correction, and confounder selection using an instrumental variable model
Model Averaging for Nonlinear Regression Models
Model-free forecasting for nonlinear time series (with application to exchange rates)
Density estimation through convex combinations of densities: Approximation and estimation bounds
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression
Testing Mutually Exclusive Hypotheses for Multi-Response Regressions
Quantile prediction with factor-augmented regression: structural instability and model uncertainty
Goodness-of-fit tests for high-dimensional parametric multiresponse regressions
Toward generalizable estimation of behavioral models with parameter dependencies
Characterization of the asymptotic distribution of semiparametric M-estimators
Weighted least squares estimators in possibly misspecified nonlinear regression
Regularity conditions for Cox's test of non-nested hypotheses
Robust neural modeling for the cross-sectional analysis of accounting information
Quantifying adventitious error in a covariance structure as a random effect
Multilinear tensor regression for longitudinal relational data
A Bayesian spatiotemporal model for reconstructing climate from multiple pollen records
Consistent model specification tests
A consistent test of functional form via nonparametric estimation techniques
Linearity testing for fuzzy rule-based models
Distribution-free lack-of-fit tests in balanced mixed models

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