Pages that link to "Item:Q3365352"

The following pages link to CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (Q3365352):

Displaying 50 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• A consistent characteristic function-based test for conditional independence (Q289185) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Time-series estimation of the effects of natural experiments (Q291869) (← links)
• Tests for price endogeneity in differentiated product models (Q312343) (← links)
• VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
• Testing linearity using power transforms of regressors (Q494413) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
• The Bierens test for certain nonstationary models (Q736671) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
• Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
• The random coefficients logit model is identified (Q738114) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
• Testing for discrete choice models (Q1934683) (← links)
• Projection-based consistent test for linear regression model with missing response and covariates (Q2025239) (← links)
• Estimation of time series models using residuals dependence measures (Q2105206) (← links)
• Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
• Inference on conditional moment restriction models with generated variables (Q2158354) (← links)
• Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
• On the identification of models with conditional characteristic functions (Q2292821) (← links)
• Measuring contagion of subprime crisis based on MVMQ-CAViaR method (Q2321389) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• Testing for separability in structural equations (Q2451798) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
• On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
• A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
• TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES (Q3195009) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
• ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)