Consistent GMM residuals-based tests of functional form
From MaRDI portal
Publication:5080550
Recommendations
Cites work
- A Consistent Conditional Moment Test of Functional Form
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
- A consistent model specification test with mixed discrete and continuous data
- A Consistent Nonparametric Test of Symmetry in Linear Regression Models
- A consistent test for nonlinear out of sample predictive accuracy.
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A consistent test of functional form via nonparametric estimation techniques
- A Dependence Metric for Possibly Nonlinear Processes
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A simple consistent bootstrap test for a parametric regression function
- A TEST FOR LINEARITY OF STATIONARY TIME SERIES
- ARMAX model specification testing, with an application to unemployment in the Netherlands
- Asymptotic Theory of Integrated Conditional Moment Tests
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Consistent model specification tests
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Consistent Specification Testing Via Nonparametric Series Regression
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Estimating and Testing Linear Models with Multiple Structural Changes
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 947422 (Why is no real title available?)
- scientific article; zbMATH DE number 3287335 (Why is no real title available?)
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Multilayer feedforward networks are universal approximators
- Nonlinearity tests for time series
- Nonparametric model checks for regression
- Nonparametric model checks for time series
- On the distribution of tail array sums for strongly mixing stationary sequences
- Optimal test for Markov switching parameters
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Predictions from ARMAX models
- Specification Tests in Econometrics
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Stability of nonlinear AR-GARCH models
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Testing linearity against smooth transition autoregressive models
- The Bierens test under data dependence
- Unbiased determination of production technologies
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
Cited in
(2)
This page was built for publication: Consistent GMM residuals-based tests of functional form
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5080550)
