Asymptotic Theory of Integrated Conditional Moment Tests
From MaRDI portal
Publication:4359767
Recommendations
- OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
- Adaptive tests of conditional moment inequalities
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
- Generalized method of moments specification testing
Cited in
(only showing first 100 items - show all)- Testing conditional moment restrictions
- Nonparametric model check based on local polynomial fitting
- Consistent bootstrap tests of parametric regression functions
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- The Bierens test for certain nonstationary models
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
- Fourier–type tests involving martingale difference processes
- Testing the Martingale Difference Hypothesis
- Significance testing in nonparametric regression based on the bootstrap.
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Testing the correlated random coefficient model
- Testing treatment effect heterogeneity in regression discontinuity designs
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- A flexible nonparametric test for conditional independence
- Testing distributional assumptions using a continuum of moments
- Smooth coefficient estimation of a seemingly unrelated regression
- On the lack of power of omnibus specification tests
- Generalized spectral tests for the martingale difference hypothesis
- Inference theory for volatility functional dependencies
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models
- A linear approximation to the wild bootstrap in specification testing
- Set identification of the censored quantile regression model for short panels with fixed effects
- Testing additive separability of error term in nonparametric structural models
- Nonparametric checks for single-index models
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Model diagnostics of parametric Tobit model based on cumulative residuals
- Joint and marginal specification tests for conditional mean and variance models
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Combining inflation density forecasts
- Projection-based consistent test for linear regression model with missing response and covariates
- Statistical analysis of discrete-valued time series using categorical ARMA models
- Nonparametric tests for conditional symmetry
- 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
- Consistent test for parametric models with right-censored data using projections
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
- A consistent test for nonlinear out of sample predictive accuracy.
- Some higher-order theory for a consistent non-parametric model specification test
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Stochastically weighted average conditional moment tests of functional form
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Two‐stage U‐statistics for Hypothesis Testing
- Generalized runs tests for the IID hypothesis
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes
- A simple framework for nonparametric specification testing
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- 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
- Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- Testing for treatment dependence of effects of a continuous treatment
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- The Bierens test under data dependence
- Adaptive testing using data-driven method selecting smoothing parameters
- Specification tests for the propensity score
- Powerful nonparametric checks for quantile regression
- A robust adaptive-to-model enhancement test for parametric single-index models
- A martingale-difference-divergence-based test for specification
- The reaction of stock market returns to unemployment
- Infrastructure and productivity: A nonlinear approach
- 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
- Tests for heteroskedasticity in transformation models
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Uniform nonparametric inference for time series
- Estimation and hypothesis test for partial linear single-index multiplicative models
- Asymptotics for GARCH squared residual correlations
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Nonparametric tests for model selection with time series data
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- Nonparametric significance testing in measurement error models
- A nonparametric test of significant variables in gradients
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- Uniform convergence of series estimators over function spaces
- Testing for separability in structural equations
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Breaking the curse of dimensionality in nonparametric testing
- Specification testing for conditional moment restrictions under local identification failure
- Unified approach to testing functional hypotheses in semiparametric contexts
- Testing linearity using power transforms of regressors
- A consistent model specification test with mixed discrete and continuous data
- A Gaussian process approach to model checks
- Testing GARCH-X type models
- Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- Bootstrap non-parametric significance test
- Testing Conditional Independence Restrictions
- OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
- Model check by kernel methods under weak moment conditions.
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
This page was built for publication: Asymptotic Theory of Integrated Conditional Moment Tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4359767)
