Pages that link to "Item:Q1305653"
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The following pages link to A simple consistent bootstrap test for a parametric regression function (Q1305653):
Displayed 23 items.
- On the performance of nonparametric specification tests in regression models (Q951882) (← links)
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
- Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
- The convergence rates of the weighted bootstrap distributions for von Mises and<i>U</i>-statistics (Q3535706) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION (Q4406235) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- Block external bootstrap in partially linear models with nonstationary strong mixing error terms (Q4673112) (← links)
- A simple bootstrap test for time series regression models (Q4675952) (← links)
- Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- Semiparametric estimation and testing of the trend of temperature series (Q5488521) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)