Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
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Cites work
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 774870 (Why is no real title available?)
- scientific article; zbMATH DE number 3246460 (Why is no real title available?)
- A Conditional Kolmogorov Test
- A Consistent Conditional Moment Test of Functional Form
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- A consistent test of functional form via nonparametric estimation techniques
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A simple consistent bootstrap test for a parametric regression function
- A simple framework for nonparametric specification testing
- Additive regression and other nonparametric models
- An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
- An equality test across nonparametric regressions
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic Theory of Integrated Conditional Moment Tests
- Bootstrap Approximations in Model Checks for Regression
- Bootstrapping general empirical measures
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Comparing nonparametric versus parametric regression fits
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Nonparametric Entropy-Based Testing
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Convergence rates and asymptotic normality for series estimators
- Direct estimation of low-dimensional components in additive models.
- EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
- Fitting a bivariate additive model by local polynomial regression
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
- NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
- Nonparametric Identification of Nonlinear Time Series: Projections
- Nonparametric Selection of Regressors: The Nonnested Case
- Nonparametric model checks for regression
- On shape-preserving probabilistic wavelet approximators
- Root-N-Consistent Semiparametric Regression
- Series estimation of semilinear models
- Sieve Extremum Estimates for Weakly Dependent Data
- Significance testing in nonparametric regression based on the bootstrap.
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- Testing the equality of nonparametric regression curves
- The Bierens test under data dependence
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
- The dimensionality reduction principle for generalized additive models
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- Weak convergence and empirical processes. With applications to statistics
Cited in
(37)- Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation
- An alternative series based consistent model specification test
- A consistent bootstrap test for conditional density functions with time-series data
- Consistent specification test for partially linear models with the k-nearest-neighbor method
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
- Optimal testing for additivity in multiple nonparametric regression
- Generalized spectral tests for the martingale difference hypothesis
- Generalized likelihood ratio tests for the structure of semiparametric additive models
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- Testing the suitability of polynomial models in errors-in-variables problems
- Nonparametric tests for conditional symmetry in dynamic models
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Some higher-order theory for a consistent non-parametric model specification test
- Stochastically weighted average conditional moment tests of functional form
- Tests for price endogeneity in differentiated product models
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- Testing for treatment dependence of effects of a continuous treatment
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- A nonparametric poolability test for panel data models with cross section dependence
- Consistent Specification Testing Via Nonparametric Series Regression
- Conditional mean and quantile dependence testing in high dimension
- A nonparametric test of significant variables in gradients
- Testing for separability in structural equations
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Sieve estimation of panel data models with cross section dependence
- A consistent model specification test with mixed discrete and continuous data
- Testing single-index restrictions with a focus on average derivatives
- A bootstrap-assisted spectral test of white noise under unknown dependence
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- A simple bootstrap test for time series regression models
- Nonparametric specification testing via the trinity of tests
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
- Testing for additivity in nonparametric heteroscedastic regression models
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