Pages that link to "Item:Q1430924"
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The following pages link to Testing conditional moment restrictions (Q1430924):
Displaying 30 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Guest editorial. Information and entropy econometrics -- volume overview and synthesis (Q280203) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical likelihood inference for logistic equation with random perturbation (Q488925) (← links)
- Testing functional inequalities (Q528113) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Combining conditional and unconditional moment restrictions with missing responses (Q604358) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- On Bahadur efficiency of empirical likelihood (Q736517) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Empirical likelihood based testing for regression (Q1951764) (← links)
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression (Q2343750) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Penalized empirical likelihood estimation of semiparametric models (Q2426738) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS (Q2995419) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
