The following pages link to Consistent model specification tests (Q91781):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- SpeTestNP (Q91795) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
- Non-linear regression with discrete explanatory variables, with an application to the earnings function (Q913417) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← 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)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- The indirect continuous-GMM estimation (Q1623544) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Comparison of a large number of regression curves (Q1679568) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
- On the choice of test statistic for conditional moment inequalities (Q1706486) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (Q1731765) (← links)
- Testing treatment effect heterogeneity in regression discontinuity designs (Q1739871) (← links)
- Nonparametric tests for conditional symmetry (Q1792455) (← links)
