Some higher-order theory for a consistent non-parametric model specification test
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Cites work
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- scientific article; zbMATH DE number 3930130 (Why is no real title available?)
- scientific article; zbMATH DE number 3517666 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3052144 (Why is no real title available?)
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Cited in
(28)- Specification testing in nonlinear and nonstationary time series autoregression
- A modified bootstrap for kernel-based specification test with heavy-tailed data
- Testing for additivity in nonparametric quantile regression
- Nonparametric specification tests for conditional duration models
- Testing the Markov property with high frequency data
- A smoothed least squares estimator for threshold regression models
- Comparing conditional quantile curves
- Model checks in inverse regression models with convolution-type operators
- Specification testing in discretized diffusion models: theory and practice
- Testing symmetry of a nonparametric bivariate regression function
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
- Nonparametric Methods in Continuous Time Model Specification
- Nonparametric entropy-based tests of independence between stochastic processes
- An updated review of goodness-of-fit tests for regression models
- Nonparametric specification testing for nonlinear time series with nonstationarity
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
- Testing heteroscedasticity in nonlinear and nonparametric regressions
- International market links and volatility transmission
- Clustering High-Dimensional Time Series Based on Parallelism
- Goodness-of-fit tests for linear regression models with missing response data
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances
- A note on testing symmetry of the error distribution in linear regression models
- Optimal minimax rates of specification testing with data-driven bandwidth
- Inference of time-varying regression models
- Unified specification tests in partially linear time series models
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
- Assessing the dependence structure of the components of hybrid time series processes using mutual information
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