Consistent bootstrap tests of parametric regression functions
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Cites work
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A Consistent Conditional Moment Test of Functional Form
- 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
- Bootstrap Approximations in Model Checks for Regression
- Comparing nonparametric versus parametric regression fits
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent model specification tests
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Convergence of stochastic processes
- Jackknife, bootstrap and other resampling methods in regression analysis
- Model checks for regression: an innovation process approach
- On the Absolute Continuity of Distributions of Functionals of Random Processes
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- Tests of specification for parametric and semiparametric models
- The Bierens test under data dependence
Cited in
(37)- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- A consistent test for the parametric distribution of regression disturbances
- Testing the Martingale Difference Hypothesis
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Testing treatment effect heterogeneity in regression discontinuity designs
- Parametric bootstrap tests for continuous and discrete distributions
- Generalized spectral tests for the martingale difference hypothesis
- Data-driven rate-optimal specification testing in regression models
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Specification testing for regression models with dependent data
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
- On the Power of Bootstrapped Specification Tests
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions
- Bootstrap Approximations in Model Checks for Regression
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Models as approximations. II. A model-free theory of parametric regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Consistent Specification Testing Via Nonparametric Series Regression
- A nonparametric test of significant variables in gradients
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Unified approach to testing functional hypotheses in semiparametric contexts
- scientific article; zbMATH DE number 5697128 (Why is no real title available?)
- Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
- Consistent specification testing for conditional moment restrictions
- Partially linear varying coefficient models with missing at random responses
- Testing the martingale difference hypothesis using integrated regression functions
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- Testing the adequacy of semiparametric transformation models
- Comparison of Bayesian model selection criteria and conditional Kolmogorov test as applied to spot asset pricing models
- External bootstrap tests for parameter stability.
- Comparing nonparametric versus parametric regression fits
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