Pages that link to "Item:Q1305653"

The following pages link to A simple consistent bootstrap test for a parametric regression function (Q1305653):

Displaying 50 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• Parametric approximations of nonparametric frontiers (Q261885) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• A nonparametric test for changing trends (Q262832) (← links)
• Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
• Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• Powerful nonparametric checks for quantile regression (Q338398) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• A specification test for nonlinear nonstationary models (Q447823) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
• Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
• 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)
• Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← 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)
• Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
• A martingale-difference-divergence-based test for specification (Q1673555) (← links)
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← 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)
• Another look at the income elasticity of non-point source air pollutants: a semiparametric approach (Q1927579) (← links)
• Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements (Q2007994) (← links)
• Projection-based consistent test for linear regression model with missing response and covariates (Q2025239) (← links)
• Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
• Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
• Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
• Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
• A scalable nonparametric specification testing for massive data (Q2317283) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
• Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• Power Assessment of a New Test of Independence (Q2787352) (← links)