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)- A flexible nonparametric test for conditional independence
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- The Bierens test under data dependence
- A consistent model specification test with mixed discrete and continuous data
- Asymptotics for GARCH squared residual correlations
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Testing linearity using power transforms of regressors
- Joint and marginal specification tests for conditional mean and variance models
- Nonparametric checks for single-index models
- Bootstrap non-parametric significance test
- Nonparametric model check based on local polynomial fitting
- Combining inflation density forecasts
- Uniform nonparametric inference for time series
- Generalized spectral tests for the martingale difference hypothesis
- Testing the correlated random coefficient model
- A simple framework for nonparametric specification testing
- The Bierens test for certain nonstationary models
- Testing Conditional Independence Restrictions
- Inference theory for volatility functional dependencies
- Significance testing in nonparametric regression based on the bootstrap.
- Testing the martingale difference hypothesis in high dimension
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Estimation and hypothesis test for partial linear single-index multiplicative models
- Testing and imposing Slutsky symmetry in nonparametric demand systems
- A model selection method for S‐estimation
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- Consistent bootstrap tests of parametric regression functions
- Testing additive separability of error term in nonparametric structural models
- A consistent test for nonlinear out of sample predictive accuracy.
- Consistent specification testing for conditional moment restrictions
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Uniform convergence of series estimators over function spaces
- Nonparametric tests for model selection with time series data
- Generalized runs tests for the IID hypothesis
- 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
- OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
- Nonparametric significance testing in measurement error models
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Breaking the curse of dimensionality in nonparametric testing
- A consistent nonparametric test for nonlinear causality -- specification in time series regression
- On the lack of power of omnibus specification tests
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities
- Specification tests for the propensity score
- Infrastructure and productivity: A nonlinear approach
- Asymptotic distribution of test statistics in the analysis of moment structures under inequality constraints
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- On the performance of nonparametric specification tests in regression models
- Stock market's reaction to money supply: a nonparametric analysis
- On the Power of Bootstrapped Specification Tests
- Testing for separability in structural equations
- Unified approach to testing functional hypotheses in semiparametric contexts
- Testing conditional moment restrictions
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- Nonparametric tests for conditional symmetry
- Smooth coefficient estimation of a seemingly unrelated regression
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Consistent model specification tests for time series econometric models
- Powerful nonparametric checks for quantile regression
- Testing the martingale difference hypothesis using integrated regression functions
- A martingale-difference-divergence-based test for specification
- A simple consistent bootstrap test for a parametric regression function
- The reaction of stock market returns to unemployment
- Set identification of the censored quantile regression model for short panels with fixed effects
- Testing the link when the index is semiparametric -- a comparative study
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
- Consistent test for parametric models with right-censored data using projections
- Testing for treatment dependence of effects of a continuous treatment
- Adaptive testing using data-driven method selecting smoothing parameters
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
- A Gaussian process approach to model checks
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- Model check by kernel methods under weak moment conditions.
- Stochastically weighted average conditional moment tests of functional form
- A simple bootstrap test for time series regression models
- Specification testing for conditional moment restrictions under local identification failure
- Testing distributional assumptions using a continuum of moments
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
- Constructing smooth tests without estimating the eigenpairs of the limiting process
- Testing GARCH-X type models
- Projection-based consistent test for linear regression model with missing response and covariates
- Misspecification Testing in a Class of Conditional Distributional Models
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
- Two‐stage U‐statistics for Hypothesis Testing
- A linear approximation to the wild bootstrap in specification testing
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)
