Consistent model specification tests
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- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
Cites work
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3256930 (Why is no real title available?)
- scientific article; zbMATH DE number 3287335 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- scientific article; zbMATH DE number 3357756 (Why is no real title available?)
- A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses
- A test for discriminating between models
- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Misspecified models with dependent observations
- Nonlinear Regression on Cross-Section Data
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Specification Tests in Econometrics
- Testing Non-Nested Nonlinear Regression Models
- Tests and efficiencies of separate regression models
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
Cited in
(only showing first 100 items - show all)- On the choice of test statistic for conditional moment inequalities
- Consistent bootstrap tests of parametric regression functions
- A note on variable selection in nonparametric regression with dependent data
- Self-consistency-based tests for bivariate distributions
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- Fourier–type tests involving martingale difference processes
- Pairwise distance-based heteroscedasticity test for regressions
- Estimation for conditional moment models based on martingale difference divergence
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- An alternative series based consistent model specification test
- Testing the correlated random coefficient model
- Estimation and hypothesis test for varying coefficient single-index multiplicative models
- Non-linear regression with discrete explanatory variables, with an application to the earnings function
- A test for the geometric distribution based on linear regression of order statistics
- Specification testing with estimated variables
- Adaptive-to-Model Hybrid of Tests for Regressions
- Testing treatment effect heterogeneity in regression discontinuity designs
- A model-free consistent test for structural change in regression possibly with endogeneity
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- A flexible nonparametric test for conditional independence
- Regularized GMM for time-varying models with applications to asset pricing
- Testing distributional assumptions using a continuum of moments
- On the lack of power of omnibus specification tests
- Generalized spectral tests for the martingale difference hypothesis
- Inference theory for volatility functional dependencies
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- The indirect continuous-GMM estimation
- Nonparametric inference based on conditional moment inequalities
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Omnibus model checks of linear assumptions through distance covariance
- A Review on Dimension-Reduction Based Tests For Regressions
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- Weighted KS statistics for inference on conditional moment inequalities
- Set identification of the censored quantile regression model for short panels with fixed effects
- Testing additive separability of error term in nonparametric structural models
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Testing for the Markov property in time series
- Goodness-of-fit tests for discrete response models with covariates
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Combining inflation density forecasts
- Testing for Granger-causality in quantiles
- Testing conditional independence via empirical likelihood
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Statistical analysis of discrete-valued time series using categorical ARMA models
- Nonparametric tests for conditional symmetry
- Specifications tests for count time series models with covariates
- Model checking for generalized partially linear models
- Model specification testing of time series regressions
- Improved model checking methods for parametric models with responses missing at random
- Diagnostic Measures for Generalized Linear Models with Missing Covariates
- Consistent GMM residuals-based tests of functional form
- Optimal linear instrumental variables approximations
- Model Checking in Partially Linear Spatial Autoregressive Models
- Specification analysis of linear quantile models
- On the Power of Bootstrapped Specification Tests
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Consistent test for parametric models with right-censored data using projections
- Omnibus diagnostic procedures for vector multiplicative errors models
- Specification Test for Spatial Autoregressive Models
- A consistent test for nonlinear out of sample predictive accuracy.
- Some higher-order theory for a consistent non-parametric model specification test
- Testing a class of semi- or nonparametric conditional moment restriction models using series methods
- Projection expectile regression for sufficient dimension reduction
- Stochastically weighted average conditional moment tests of functional form
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Generalized runs tests for the IID hypothesis
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Generalized spectral testing for multivariate continuous-time models
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
- A simple framework for nonparametric specification testing
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Testing competing models for non-negative data with many zeros
- Conditional moment models under semi-strong identification
- Identification-robust nonparametric inference in a linear IV model
- Stock market's reaction to money supply: a nonparametric analysis
- Editorial: Misspecification test methods in econometrics
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Model Specification Tests Based on Artificial Linear Regressions
- ARMAX model specification testing, with an application to unemployment in the Netherlands
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- SpeTestNP
- Asymptotically exact inference in conditional moment inequality~models
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- Testing for treatment dependence of effects of a continuous treatment
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
- Model checking for multiplicative linear regression models with mixed estimators
- Significance test for semiparametric conditional average treatment effects and other structural functions
- High-Dimensional Mixed-Frequency IV Regression
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- The Bierens test under data dependence
- Adaptive testing using data-driven method selecting smoothing parameters
- Specification tests for the propensity score
- Testing the impacts on inefficiency in a semiparametric stochastic frontier model
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