scientific article; zbMATH DE number 3287335

zbMATH Open0179.48902MaRDI QIDQ5570567FDOQ5570567

Authors: J. B. Ramsey 

Publication date: 1969

Title of this publication is not available (Why is that?)

zbMATH Keywords

statistics

Cited In (90)

• Detecting business cycle asymmetries using artificial neural networks and time series models
• Model specification tests. A simultaneous approach
• Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach
• Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation
• Variable dispersion beta regressions with parametric link functions
• Dynamic misspecification in nonparametric cointegrating regression
• Title not available (Why is that?)
• Some properties of inferences in misspecified linear models
• A dynamic factor approach to nonlinear stability analysis
• A neural network method for nonlinear time series analysis
• On the estimation of total factor productivity: a novel Bayesian non-parametric approach
• Fertility, growth, and flat-rate taxation for education subsidies
• On modeling the advertising-operations interface under asymmetric competition
• Title not available (Why is that?)
• A non-linear forecast combination procedure for binary outcomes
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• A variational model for context-driven effects in perception and cognition
• Specification analysis of linear quantile models
• A note on variable addition tests for linear and log-linear models
• Unit root tests for ESTAR models
• A consistent test for nonlinear out of sample predictive accuracy.
• Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
• A simple framework for nonparametric specification testing
• Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation
• Linear unbiased approximators of the disturbances in the standard linear model
• A low-dimension portmanteau test for non-linearity
• Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors
• Spurious regression
• On the power of tests for superexogeneity and structural invariance
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Smoothing spline based tests for nonlinearity in a partially linear model
• Improved bispectrum based tests for Gaussianity and linearity
• RESET for quantile regression
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• New insights into the stochastic ray production frontier
• Performance assessment in higher education in Britain
• Autocorrelated disturbances in the light of specification analysis
• Testing for linearity in simple regression models
• The significance of testing empirical non-nested models
• A note on spurious nonlinear regression
• Consistent model specification tests
• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
• Stochastic Volatility Models Predictive Relevance for Equity Markets
• Specification test for panel data models with interactive fixed effects
• Testing linearity using power transforms of regressors
• A general class of zero-or-one inflated beta regression models
• Regression Analysis of Multivariate Fractional Data
• On the simultaneous effects of model misspecification and errors in variables
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
• A robust test of specification based on order statistics
• On the robustness of nonlinearity tests to moment condition failure
• Asymptotic theory of outlier detection algorithms for linear time series regression models
• Testing for functional misspecification in regression analysis
• Granger causality, exogeneity, cointegration, and economic policy analysis
• Currency devaluation, aggregate output, and the long run: An empirical study
• Loss aversion and scale compatibility in two-attribute trade-offs
• Nonlinearity tests in time series analysis
• Testing strategies for model specification
• A Bayesian goodness-of-fit test for regression
• A radial basis function artificial neural network test for neglected nonlinearity
• Nonlinear relationship between household composition and electricity consumption: optimal threshold models
• A misspecification test for beta prime regression models
• Specification testing with estimated variables
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
• Beta regression misspecification tests
• The robustness of the RESET test to non-normal error terms
• Robustness checks and robustness tests in applied economics
• Identifying types in contest experiments
• A variable addition test for exogeneity in structural threshold models
• Stochastically weighted average conditional moment tests of functional form
• Correcting for Endogeneity in Models with Bunching
• Automatic and location-adaptive estimation in functional single-index regression
• Inference on conditional moment restriction models with generated variables
• Immigration and the Dutch disease a counterfactual analysis of the Norwegian resource boom 2004--2013
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality
• Kumaraswamy regression model with Aranda-Ordaz link function
• Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model
• Residuals in tests for adequacy of regression relationships
• The Burr XII quantile regression for salary-performance models with applications in the sports economy
• Political instability and economic growth in developing economies: Some specification empirics
• Bootstrap-based testing inference in beta regressions
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
• Lag selection and model specification testing in nonparametric autoregressive conditional heteroscedastic models
• Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?
• Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey
• Exchange rate pass-through in a small open economy: the importance of the distribution sector
• Title not available (Why is that?)
• Practical steps to improve specification testing
• Consistent GMM Residuals-Based Tests of Functional Form
• Dif-in-dif estimators of multiplicative treatment effects

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5570567)