Linearity testing using local polynomial approximation
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Publication:1299548
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- A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
- A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
- A Test of Linearity for Functional Autoregressive Models
- A central limit theorem for generalized quadratic forms
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Design-adaptive Nonparametric Regression
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Local linear regression smoothers and their minimax efficiencies
- Multivariate locally weighted least squares regression
- Nonparametric curve estimation from time series
- Nonparametric statistics for testing of linearity and serial independence
- Nonparametric tests of linearity for time series
- On U-statistics and v. mise? statistics for weakly dependent processes
Cited in
(55)- Testing conditional independence in casual inference for time series data
- Asymptotic local test for linearity in adaptive control
- Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals
- Detecting for smooth structural changes in GARCH models
- Comparison of Separable Components in Different Samples
- Specification and structural break tests for additive models with applications to realized variance data
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Specification test for panel data models with interactive fixed effects
- Nonparametric simultaneous testing for structural breaks
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Computing linearizations using test sets
- Checking nonlinear heteroscedastic time series models
- Reducing Testing Affine Spaces to Testing Linearity of Functions
- A model-free consistent test for structural change in regression possibly with endogeneity
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
- Specification testing in nonlinear and nonstationary time series autoregression
- An adaptive empirical likelihood test for parametric time series regression models
- An updated review of goodness-of-fit tests for regression models
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Modeling diurnal variation of marine populations
- Nonparametric estimation in null recurrent time series.
- Batch checking with applications to linear functions
- Testing for superiority among two time series
- Optimal rank-based detection of exponential component in autoregressive models
- Central limit theorems for generalizedU-statistics with applications in nonparametric specification
- Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
- Nonparametric tests of moment condition stability
- A central limit theorem for a random quadratic form of strictly stationary processes
- Nonparametric specification for non-stationary time series regression
- A consistent characteristic function-based test for conditional independence
- Some comments on specification tests in nonparametric absolutely regular processes
- Optimal Detection of Exponential Component in Autoregressive Models
- Moment inequalities for spatial processes
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Simultaneous specification testing of mean and variance structures in nonlinear time series regression
- A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Structural test in regression on functional variables
- Model specification tests in nonparametric stochastic regression models
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption
- Derivative estimation and testing in generalized additive models
- Goodness-of-fit tests for copulas
- A bootstrap test for the comparison of nonlinear time series
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Goodness-of-fit tests for multiplicative models with dependent data
- Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
- Expansion for moments of regression quantiles with applications to nonparametric testing
- A nonparametric test of significant variables in gradients
- Towards a nonparametric test of linearity for times series
- A test for model specification of diffusion processes
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Testing semiparametric hypotheses in locally stationary processes
- Testing symmetry in nonparametric regression models
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors
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