Consistent model specification tests
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- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
Cites work
- 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
- 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?)
- 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)- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
- Misspecified models with dependent observations
- Model specification testing of time series regressions
- Generalized method of moments specification testing
- ARMAX model specification testing, with an application to unemployment in the Netherlands
- 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
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Specification tests for the propensity score
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Consistent bootstrap tests of parametric regression functions
- A note on variable selection in nonparametric regression with dependent data
- The indirect continuous-GMM estimation
- Consistent test for parametric models with right-censored data using projections
- A martingale-difference-divergence-based test for specification
- Comparison of a large number of regression curves
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
- On the choice of test statistic for conditional moment inequalities
- Testing the adequacy of semiparametric transformation models
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
- Testing treatment effect heterogeneity in regression discontinuity designs
- Nonparametric tests for conditional symmetry
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- A consistent test for nonlinear out of sample predictive accuracy.
- Some higher-order theory for a consistent non-parametric model specification test
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- The Bierens test under data dependence
- An alternative series based consistent model specification test
- A simple framework for nonparametric specification testing
- A test for the geometric distribution based on linear regression of order statistics
- 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
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Testing subspace restrictions in the presence of high dimensional nuisance parameters
- Adaptive testing using data-driven method selecting smoothing parameters
- Tests for heteroskedasticity in transformation models
- A modified bootstrap for kernel-based specification test with heavy-tailed data
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Estimation and hypothesis test for partial linear single-index multiplicative models
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
- Optimal linear instrumental variables approximations
- Testing distributional assumptions using a continuum of moments
- Uniform nonparametric inference for time series
- On the identification of models with conditional characteristic functions
- Specification tests in semiparametric transformation models -- a multiplier bootstrap approach
- Adaptive-to-model checking for regressions with diverging number of predictors
- Self-consistency-based tests for bivariate distributions
- Asymptotically exact inference in conditional moment inequality~models
- Specification test for panel data models with interactive fixed effects
- Statistical analysis of discrete-valued time series using categorical ARMA models
- Tests of additional conditional moment restrictions
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- 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
- Weighted KS statistics for inference on conditional moment inequalities
- Testing for separability in structural equations
- Testing conditional independence via empirical likelihood
- Conditional moment models under semi-strong identification
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Editorial: Misspecification test methods in econometrics
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- Specification analysis of linear quantile models
- Nonparametric inference based on conditional moment inequalities
- Set identification of the censored quantile regression model for short panels with fixed effects
- Unified approach to testing functional hypotheses in semiparametric contexts
- Testing and imposing Slutsky symmetry in nonparametric demand systems
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Stock market's reaction to money supply: a nonparametric analysis
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Generalized spectral tests for the martingale difference hypothesis
- Inference theory for volatility functional dependencies
- A consistent characteristic function-based test for conditional independence
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- A flexible nonparametric test for conditional independence
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- On the completeness condition in nonparametric instrumental problems
- Combining inflation density forecasts
- Diagnostic Measures for Generalized Linear Models with Missing Covariates
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Testing competing models for non-negative data with many zeros
- On the Power of Bootstrapped Specification Tests
- Model Specification Tests Based on Artificial Linear Regressions
- Testing for the Markov property in time series
- Inference in semiparametric conditional moment models with partial identification
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
- Testing for treatment dependence of effects of a continuous treatment
- On the lack of power of omnibus specification tests
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
- An updated review of goodness-of-fit tests for regression models
- Partially linear varying coefficient models with missing at random responses
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
- A Review on Dimension-Reduction Based Tests For Regressions
- Consistent Specification Testing Via Nonparametric Series Regression
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