A Consistent Conditional Moment Test of Functional Form
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Publication:3979446
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Cited in
(only showing first 100 items - show all)- Validation tests for semi-parametric models
- Testing for treatment dependence of effects of a continuous treatment
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
- A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models
- Nonlinearity tests in time series analysis
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
- Tests of additional conditional moment restrictions
- Recognizing changing seasonal patterns using artificial neural networks
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
- Testing the martingale difference hypothesis in high dimension
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Stochastically weighted average conditional moment tests of functional form
- Trinity tests of functions for conditional moment models
- A simple bootstrap test for time series regression models
- Specification testing for conditional moment restrictions under local identification failure
- Semiparametric tests of conditional moment restrictions under weak or partial identification
- LM Test of Neglected Correlated Random Effects and Its Application
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- Testing for neglected nonlinearity using extreme learning machines
- Fixed‐effects binary choice models with three or more periods
- Specification Test for Spatial Autoregressive Models
- An adaptive-to-model test for partially parametric single-index models
- Regularized GMM for time-varying models with applications to asset pricing
- Misspecification Testing in a Class of Conditional Distributional Models
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models
- A linear approximation to the wild bootstrap in specification testing
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- An averaging estimator for two-step m-estimation in semiparametric models
- Statistical analysis of discrete-valued time series using categorical ARMA models
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
- Testing for strict stationarity via the discrete Fourier transform
- Testing for lack-of-fit in functional regression models against general alternatives
- Sequentially estimating the structural equation by power transformation
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- A general approach to conditional moment specification testing with projections
- Flexible specification testing in quantile regression models
- Adaptive-to-model checking for regressions with diverging number of predictors
- A scalable nonparametric specification testing for massive data
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- Testing for a functional form of mean regression in a fully parametric environment
- Estimation and inference of semiparametric models using data from several sources
- A Review on Dimension-Reduction Based Tests For Regressions
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Identification-robust nonparametric inference in a linear IV model
- Uniform calibration tests for forecasting systems with small lead time
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
- A robust adaptive-to-model enhancement test for parametric single-index models
- Testing treatment effect heterogeneity in regression discontinuity designs
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
- A martingale-difference-divergence-based test for specification
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes
- Consistent GMM residuals-based tests of functional form
- A consistent nonparametric test of ergodicity for time series with applications
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances
- Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
- A flexible nonparametric test for conditional independence
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- A test for independence based on the correlation dimension
- The Bierens test under data dependence
- Specification test for panel data models with interactive fixed effects
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Testing linearity using power transforms of regressors
- Nonparametric checks for single-index models
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
- Generalized spectral tests for the martingale difference hypothesis
- Testing the correlated random coefficient model
- A simple framework for nonparametric specification testing
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- Optimal transportation and the falsifiability of incompletely specified economic models
- A model selection method for S‐estimation
- Moment condition tests for heavy tailed time series
- Consistent bootstrap tests of parametric regression functions
- Testing additive separability of error term in nonparametric structural models
- A note on testing the regression functions via nonparametric smoothing
- Inference on endogenously censored regression models using conditional moment inequalities
- A consistent test for nonlinear out of sample predictive accuracy.
- Consistent specification testing for conditional moment restrictions
- Nonparametric tests for model selection with time series data
- A low-dimension portmanteau test for non-linearity
- Bias corrections in testing and estimating semiparametric, single index models
- Generalized runs tests for the IID hypothesis
- Editorial. Moment restriction-based econometric methods: an overview
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
- Estimating simultaneous equations models by a simulation technique
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Some higher-order theory for a consistent non-parametric model specification test
- Testing the Martingale Difference Hypothesis
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- A consistent characteristic function-based test for conditional independence
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Nonparametric significance testing in measurement error models
- Revisiting tests for neglected nonlinearity using artificial neural networks
- A note on variable selection in nonparametric regression with dependent data
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent test of functional form via nonparametric estimation techniques
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