Pages that link to "Item:Q3740888"

The following pages link to Tests of specification in econometrics (Q3740888):

Displaying 23 items.

• A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
• Distributional specification tests against semiparametric alternatives (Q756347) (← links)
• Bounded-influence estimators for the Tobit model (Q909401) (← links)
• A comparison of semiparametric estimators for the ordered response model (Q957221) (← links)
• A note on the equivalence of specification tests in the two-factor multivariate variance components model (Q1084827) (← links)
• Regression-based specification tests for the multinomial logit model (Q1093298) (← links)
• Sequential nonlinear estimation with nonaugmented priors (Q1094800) (← links)
• Specifying and testing econometric models for rank-ordered data (Q1104018) (← links)
• Specification tests for distributional assumptions in the Tobit model (Q1104019) (← links)
• A note on specification tests for the multinomial logit model (Q1108729) (← links)
• An organizing principle for dynamic estimation (Q1117890) (← links)
• A Bayesian analysis of nested logit models (Q1126471) (← links)
• Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• A survey of preference estimation with unobserved choice set heterogeneity (Q2658768) (← links)
• A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
• More on testing the normality assumptionin the Tobit Model (Q5123427) (← links)
• Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)