The following pages link to A Conditional Kolmogorov Test (Q4359766):
Displaying 50 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
- Inference on inequality from household survey data (Q276940) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Guest editorial. Specification testing (Q291095) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- On specification testing of ordered discrete choice models (Q291112) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Testing parametric conditional distributions using the nonparametric smoothing method (Q453724) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Flexible estimation of wage distributions in the presence of covariates (Q961411) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- A fluctuation test for constant Spearman's rho with nuisance-free limit distribution (Q1623567) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← 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)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- A new fluctuation test for constant variances with applications to finance (Q1928381) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting (Q2316747) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
- A test of non-identifying restrictions and confidence regions for partially identified parameters (Q2630079) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (Q2890704) (← links)
