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SpeTestNP

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CRANSpeTestNPMaRDI QIDQ91795FDOQ91795

Non-Parametric Tests of Parametric Specifications

Pascal Lavergne, Hippolyte Boucher

Last update: 28 October 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.1.0


Cites work

  • Consistent model specification tests
  • A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
  • Nonparametric bootstrap analysis with applications to demographic effects in demand functions
  • Breaking the curse of dimensionality in nonparametric testing
  • One for All and All for One: Regression Checks With Many Regressors
  • Why Has U.S. Inflation Become Harder to Forecast?
  • Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis
  • A consistent test of functional form via nonparametric estimation techniques




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