Nonparametric specification testing via the trinity of tests
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Cites work
- scientific article; zbMATH DE number 3169867 (Why is no real title available?)
- scientific article; zbMATH DE number 4048298 (Why is no real title available?)
- A consistent test of functional form via nonparametric estimation techniques
- Adaptive estimates for autoregressive processes
- Adaptive estimation of regression models via moment restrictions
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Specification Testing Via Nonparametric Series Regression
- Consistent autoregressive spectral estimates
- Convergence rates and asymptotic normality for series estimators
- Denis Sargan: some perspectives
- Distributed lag approximation to linear time-invariant systems
- Efficiency improvements in inference on stationary and nonstationary fractional time series
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Efficient estimation of the semiparametric spatial autoregressive model
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Inference on higher-order spatial autoregressive models with increasingly many parameters
- NONPARAMETRIC SIGNIFICANCE TESTING
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Root-N-Consistent Semiparametric Regression
- Semi-Nonparametric Maximum Likelihood Estimation
- Semiparametric Regression for the Applied Econometrician
- Semiparametric estimation of count regression models
- Series estimation under cross-sectional dependence
- Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
- Sieve likelihood ratio inference on general parameter space
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Spatial semiparametric model with endogenous regressors
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- The statistical work of Lucien Le Cam.
Cited in
(5)- Income and democracy: a semiparametric approach
- Trinity tests of functions for conditional moment models
- Social threshold regression
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Robust inference on infinite and growing dimensional time-series regression
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