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)- Testing conditional moment restrictions
- A consistent nonparametric test of ergodicity for time series with applications
- Consistent bootstrap tests of parametric regression functions
- A note on variable selection in nonparametric regression with dependent data
- Testing for neglected nonlinearity using extreme learning machines
- Revisiting tests for neglected nonlinearity using artificial neural networks
- Testing conditional independence via Rosenblatt transforms
- On the asymptotic efficiency of GMM
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
- VAR forecasting under misspecification
- Uniform calibration tests for forecasting systems with small lead time
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances
- Testing the Martingale Difference Hypothesis
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- An alternative series based consistent model specification test
- Testing the correlated random coefficient model
- Dynamic misspecification in nonparametric cointegrating regression
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
- Testing treatment effect heterogeneity in regression discontinuity designs
- A flexible nonparametric test for conditional independence
- Regularized GMM for time-varying models with applications to asset pricing
- On the lack of power of omnibus specification tests
- Generalized spectral tests for the martingale difference hypothesis
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions
- A Review on Dimension-Reduction Based Tests For Regressions
- Estimating simultaneous equations models by a simulation technique
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- Testing for lack-of-fit in functional regression models against general alternatives
- A linear approximation to the wild bootstrap in specification testing
- Optimal transportation and the falsifiability of incompletely specified economic models
- Testing additive separability of error term in nonparametric structural models
- Functional form misspecification in regressions with a unit root
- Nonparametric checks for single-index models
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Testing for a functional form of mean regression in a fully parametric environment
- Model diagnostics of parametric Tobit model based on cumulative residuals
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Statistical analysis of discrete-valued time series using categorical ARMA models
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
- Consistent GMM residuals-based tests of functional form
- On the Power of Bootstrapped Specification Tests
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
- Specification Test for Spatial Autoregressive Models
- A consistent test for nonlinear out of sample predictive accuracy.
- Some higher-order theory for a consistent non-parametric model specification test
- An adaptive-to-model test for partially parametric single-index models
- A single-blind controlled competition among tests for nonlinearity and chaos
- Stochastically weighted average conditional moment tests of functional form
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- A low-dimension portmanteau test for non-linearity
- 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
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes
- A simple framework for nonparametric specification testing
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- Testing competing models for non-negative data with many zeros
- Tests for price endogeneity in differentiated product models
- Identification-robust nonparametric inference in a linear IV model
- Stock market's reaction to money supply: a nonparametric analysis
- Testing the martingale difference hypothesis in high dimension
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- LM Test of Neglected Correlated Random Effects and Its Application
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- Testing for treatment dependence of effects of a continuous treatment
- A test for independence based on the correlation dimension
- 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
- The Bierens test under data dependence
- Specification tests for the propensity score
- Inference on endogenously censored regression models using conditional moment inequalities
- A robust adaptive-to-model enhancement test for parametric single-index models
- A martingale-difference-divergence-based test for specification
- Artificial neural networks: an econometric perspective∗
- Flexible specification testing in quantile regression models
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Moment condition tests for heavy tailed time series
- A general approach to conditional moment specification testing with projections
- Fixed‐effects binary choice models with three or more periods
- Nonparametric tests for model selection with time series data
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
- Nonparametric significance testing in measurement error models
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- Testing for separability in structural equations
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- A consistent test of functional form via nonparametric estimation techniques
- Breaking the curse of dimensionality in nonparametric testing
- Specification testing for conditional moment restrictions under local identification failure
- Tests of additional conditional moment restrictions
- Unified approach to testing functional hypotheses in semiparametric contexts
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Trinity tests of functions for conditional moment models
- Testing for discrete choice models
- Testing linearity using power transforms of regressors
- Specification test for panel data models with interactive fixed effects
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