Pages that link to "Item:Q4859505"
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The following pages link to Consistent Specification Testing Via Nonparametric Series Regression (Q4859505):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- A robust test of specification based on order statistics (Q650728) (← links)
- Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Consistent specification test for partially linear models with the k-nearest-neighbor method (Q1738428) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← 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)
- Bayesian variants of some classical semiparametric regression techniques (Q1886283) (← links)
- An alternative series based consistent model specification test (Q1929440) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Estimating effort function with semiparametric model (Q1979105) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Goodness-of-fit tests based on series estimators in nonparametric instrumental regression (Q2343750) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
- A specification test for the propensity score using its distribution conditional on participation (Q2628830) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing (Q2852622) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
