Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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Publication:4895050
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- A Projection-Based Nonparametric Test of Conditional Quantile Independence
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- A coupled component DCS-EGARCH model for intraday and overnight volatility
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- Specification testing in nonparametric instrumental variable estimation
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- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
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- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Significance test for semiparametric conditional average treatment effects and other structural functions
- Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
- Goodness-of-fit tests for functional data
- Adaptive testing using data-driven method selecting smoothing parameters
- Specification tests for the propensity score
- Testing heteroskedasticity for predictive regressions with nonstationary regressors
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- Specification tests based on MCMC output
- Partial identification and inference in censored quantile regression
- A nonparametric poolability test for panel data models with cross section dependence
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- Characteristic function based testing for conditional independence: a nonparametric regression approach
- Model specification tests in nonparametric stochastic regression models
- Testing independence by nonparametric kernel method
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- Testing the goodness of fit of a linear model by kernel regression
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
- Yet another look at the omitted variable bias
- Rationalization and identification of binary games with correlated types
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Parametric approximations of nonparametric frontiers
- Nonparametric tests for model selection with time series data
- Checking the adequacy of partial linear models with missing covariates at random
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
- Testing for the presence of jump components in jump diffusion models
- Estimation of treatment effects under endogenous heteroskedasticity
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