Pages that link to "Item:Q4181115"
From MaRDI portal
The following pages link to Specification Tests in Econometrics (Q4181115):
Displayed 50 items.
- Consistent model specification tests (Q91781) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Detecting and testing causality in linear econometric models (Q145819) (← links)
- Detecting multiple outliers with an application to R \& D productivity (Q583821) (← links)
- Testing for the exogeneity of real income in models of the poverty process (Q674347) (← links)
- From association to causation via regression (Q679036) (← links)
- Some aspects of measurement error in a censored regression model (Q685919) (← links)
- On the testing of correlated effects with panel data (Q689433) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
- Distributional specification tests against semiparametric alternatives (Q756347) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Tobit models: A survey (Q794129) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- Bounded-influence estimators for the Tobit model (Q909401) (← links)
- The conditional logit estimator for unequal panels (Q921844) (← links)
- Estimation of cost efficiency of Australian universities (Q929698) (← links)
- Testing homogeneity of a large data set by bootstrapping (Q929704) (← links)
- An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
- Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables (Q1076470) (← links)
- A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system (Q1078971) (← links)
- Self-selection biases in correlational studies based on questionnaires (Q1081270) (← links)
- Censored regression quantiles (Q1083825) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- A note on the equivalence of specification tests in the two-factor multivariate variance components model (Q1084827) (← links)
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem (Q1087298) (← links)
- Bivariate alternatives to the Tobit model (Q1087299) (← links)
- A simplified approach to M-estimation with application to two-stage estimators (Q1088322) (← links)
- Regression-based specification tests for the multinomial logit model (Q1093298) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← 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)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Limited information estimators and exogeneity tests for simultaneous probit models (Q1118322) (← links)
- A comment on the use of auxiliary or surrogate outcome data (Q1125980) (← links)
- Unobservable individual effects in unbalanced panel data (Q1128551) (← links)
- Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
- Small sample considerations in estimation from panel data (Q1135079) (← links)
- Full-information estimates of a nonlinear macroeconometric model (Q1150990) (← links)