Simple Robust Testing of Hypotheses in Nonlinear Models
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Recommendations
- Simple Robust Testing of Regression Hypotheses
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- Robust tests in nonlinear regression models
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Cited in
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- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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- Improving the bandwidth-free inference methods by prewhitening
- Simple Robust Testing of Regression Hypotheses
- A self-normalizing approach to the specification test of mixed-frequency models
- A geometric approach to nonlinear econometric models
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Generalized C() tests for estimating functions with serial dependence
- Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
- ROBUST TEST BASED ON NONLINEAR REGRESSION QUANTILE ESTIMATORS
- M tests with a new normalization matrix
- HAC robust trend comparisons among climate series with possible level shifts
- Robust testing for explosive behavior with strongly dependent errors
- Self-normalized KPSS tests with power enhancement
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors
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