The following pages link to (Q5570567):
Displayed 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Consistent model specification tests (Q91781) (← links)
- A general class of zero-or-one inflated beta regression models (Q434931) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Spurious regression (Q609686) (← links)
- RESET for quantile regression (Q619112) (← links)
- Testing for linearity in simple regression models (Q636163) (← links)
- A robust test of specification based on order statistics (Q650728) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors (Q736686) (← links)
- A Bayesian goodness-of-fit test for regression (Q829735) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach (Q959367) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Autocorrelated disturbances in the light of specification analysis (Q1236400) (← links)
- Testing for functional misspecification in regression analysis (Q1238385) (← links)
- Performance assessment in higher education in Britain (Q1266645) (← links)
- Fertility, growth, and flat-rate taxation for education subsidies (Q1275124) (← links)
- Some properties of inferences in misspecified linear models (Q1305270) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- New insights into the stochastic ray production frontier (Q1673513) (← links)
- A neural network method for nonlinear time series analysis (Q1726175) (← links)
- On the estimation of total factor productivity: a novel Bayesian non-parametric approach (Q1740540) (← links)
- Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation (Q1846321) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Loss aversion and scale compatibility in two-attribute trade-offs (Q1867358) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
- A note on spurious nonlinear regression (Q1934885) (← links)
- Improved bispectrum based tests for Gaussianity and linearity (Q1957693) (← links)
- Currency devaluation, aggregate output, and the long run: An empirical study (Q1960382) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Variable dispersion beta regressions with parametric link functions (Q2010811) (← links)
- Identifying types in contest experiments (Q2021785) (← links)
- Practical steps to improve specification testing (Q2086146) (← links)
- Nonlinear relationship between household composition and electricity consumption: optimal threshold models (Q2101681) (← links)
- Inference on conditional moment restriction models with generated variables (Q2158354) (← links)
- Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- Dif-in-dif estimators of multiplicative treatment effects (Q2312969) (← links)