Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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- 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
- Testing independence by nonparametric kernel method
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Testing conditional moment restrictions
- Specification tests for the propensity score
- A central limit theorem for a random quadratic form of strictly stationary processes
- Consistent bootstrap tests of parametric regression functions
- A note on variable selection in nonparametric regression with dependent data
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity
- A perspective on recent methods on testing predictability of asset returns
- Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Partial identification and inference in censored quantile regression
- Rationalization and identification of binary games with correlated types
- Nonparametric specification testing via the trinity of tests
- Consistent specification test for partially linear models with the k-nearest-neighbor method
- Dimension reduction-based significance testing in nonparametric regression
- Sieve empirical likelihood ratio tests for nonparametric functions
- Specification tests based on MCMC output
- Significance testing in nonparametric regression based on the bootstrap.
- Semi-parametric classification of noisy curves
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- Model specification tests in nonparametric stochastic regression models
- Some higher-order theory for a consistent non-parametric model specification test
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Testing for discrete choice models
- Significance testing in quantile regression
- Asymptotic normality of a combined regression estimator
- Nonparametric tests for model selection with time series data
- A simple framework for nonparametric specification testing
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- Adaptive testing using data-driven method selecting smoothing parameters
- Multidimensional specification test based on non-stationary time series
- Testing for the presence of jump components in jump diffusion models
- A modified bootstrap for kernel-based specification test with heavy-tailed data
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- A coupled component DCS-EGARCH model for intraday and overnight volatility
- An alternative test for conditional unconfoundedness using auxiliary variables
- Omnibus test for covariate effects in conditional copula models
- Specification test for Markov models with measurement errors
- Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
- Nonparametric tests for strategic interaction effects with rationalizability
- Adaptive-to-model checking for regressions with diverging number of predictors
- A significance test for covariates in nonparametric regression
- Specification test for panel data models with interactive fixed effects
- An adaptive-to-model test for partially parametric single-index models
- Checking the adequacy of partial linear models with missing covariates at random
- Tests of additional conditional moment restrictions
- A test for model specification of diffusion processes
- A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- Semiparametric models with single-index nuisance parameters
- Nonparametric checks for single-index models
- Parametric approximations of nonparametric frontiers
- Nonparametric specification tests for conditional duration models
- Unified approach to testing functional hypotheses in semiparametric contexts
- Semiparametric tests of conditional moment restrictions under weak or partial identification
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Testing heteroskedasticity for predictive regressions with nonstationary regressors
- Stock market's reaction to money supply: a nonparametric analysis
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Nonparametric state price density estimation using constrained least squares and the bootstrap
- An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics
- The effect of information technology and human capital on economic growth
- Measuring the discrepancy of a parametric model via local polynomial smoothing
- A consistent nonparametric test for causality in quantile
- Guest editorial. Specification testing
- Specification testing for regression models with dependent data
- Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
- Specification testing in discretized diffusion models: theory and practice
- Fiscal policy and asset markets: a semiparametric analysis
- Single-index modelling of conditional probabilities in two-way contingency tables
- The central limit theorem for degenerate variable U-statistics under dependence
- Tests for price endogeneity in differentiated product models
- A powerful test for comparing multiple regression functions
- MONEY GROWTH AND INFLATION IN THE UNITED STATES
- Goodness-of-fit tests for functional data
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Cross‐validation and non‐parametric k nearest‐neighbour estimation
- Semiparametric methods in applied econometrics: do the models fit the data?
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models
- Specification testing when the null is nonparametric or semiparametric
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- Nonparametric entropy-based tests of independence between stochastic processes
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- An updated review of goodness-of-fit tests for regression models
- Root-n-consistent estimation of partially linear time series models
- A nonparametric R^2 test for the presence of relevant variables
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- Semiparametric Specification Testing of Non-nested Econometric Models
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