Pages that link to "Item:Q115748"
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The following pages link to Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748):
Displaying 50 items.
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- cmtest (Q115751) (← links)
- A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
- Inverse probability weighted estimation for general missing data problems (Q289218) (← links)
- On specification testing of ordered discrete choice models (Q291112) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Simulated conditional moment tests (Q672615) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- The Bierens test for certain nonstationary models (Q736671) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- Two misspecification tests for the simple switching regressions disequilibrium model (Q899891) (← links)
- Generalized inverses and asymptotic properties of Wald tests (Q900005) (← links)
- Bounded-influence estimators for the Tobit model (Q909401) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623) (← links)
- Specification tests for distributional assumptions in the Tobit model (Q1104019) (← links)
- Limited information estimators and exogeneity tests for simultaneous probit models (Q1118322) (← links)
- Tests of moment restrictions in parametric duration models (Q1184950) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Distribution-free estimation of the random coefficient dummy endogenous variable model (Q1298482) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Specification test for binary choice models based on index quantiles (Q1314480) (← links)
- Specification diagnostics for duration models. A martingale approach (Q1319000) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Lending cycles (Q1377307) (← links)
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation (Q1381199) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently (Q1971784) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Efficient estimation of binary choice models under symmetry (Q1973434) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)