Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
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Cited in
(54)- On the computation of semiparametric estimates in limited dependent variable models
- A consistent nonparametric test for serial independence
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests for time series econometric models
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
- A simple consistent bootstrap test for a parametric regression function
- Semiparametric estimation from time series with long-range dependence
- Estimation of some partially specified nonlinear models
- Minimum normal approximation error bandwidth selection for averaged derivatives.
- Nonparametric model check based on local polynomial fitting
- Semiparametric approaches to signal extraction problems in economic time series
- Averaged singular integral estimation as a bias reduction technique
- Nonparametric tests for conditional symmetry
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- On theory testing in econometrics. Modeling with nonexperimental data
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Testing nonstationary and absolutely regular nonlinear time series models
- A martingale decomposition for quadratic forms of Markov chains (with applications)
- A test for model specification of diffusion processes
- Editorial: Misspecification test methods in econometrics
- Sieve inference on possibly misspecified semi-nonparametric time series models
- Panel nonparametric regression with fixed effects
- 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
- Stock market's reaction to money supply: a nonparametric analysis
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
- Specification and estimation of semiparametric multiple-index models
- Smoothness adaptive average derivative estimation
- Nonparametric specification testing for nonlinear time series with nonstationarity
- Estimation in semi-parametric regression with non-stationary regressors
- 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
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- A consistent model specification test with mixed discrete and continuous data
- A simple bootstrap test for time series regression models
- An introduction to econometric applications of empirical process theory for dependent random variables
- Generalized C() tests for estimating functions with serial dependence
- Nonparametric significance testing in measurement error models
- Inference on a semiparametric model with global power law and local nonparametric trends
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- Bootstrap non-parametric significance test
- Econometric Model Specification
- Testing additive separability of error term in nonparametric structural models
- Optimal bandwidths for kernel density estimators of functions of observations
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- An averaging estimator for two-step m-estimation in semiparametric models
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Asymptotic properties of nonparametric M-estimation for mixing functional data
- Performing hypothesis tests on the shape of functional data
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