A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY

DOI10.1017/S0266466612000278zbMath1316.62058MaRDI QIDQ4917235

Aman Ullah, Liangjun Su

Publication date: 29 April 2013

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (17)

Pairwise distance-based heteroscedasticity test for regressions ⋮ A nonparametric measure of heteroskedasticity ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Detection of marginal heteroscedasticity for partial linear single-index models ⋮ A weak convergence result for sequential empirical processes under weak dependence ⋮ A nonparametric \(R^2\) test for the presence of relevant variables ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ Specification tests for time-varying coefficient models ⋮ Unnamed Item ⋮ Distance-covariance-based tests for heteroscedasticity in nonlinear regressions ⋮ An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics ⋮ TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ Evaluating the adequacy of variance function using pairwise distances ⋮ A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS ⋮ Smooth coefficient models with endogenous environmental variables ⋮ Testing Additive Separability of Error Term in Nonparametric Structural Models ⋮ Specification test for panel data models with interactive fixed effects

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