Unified specification tests in partially linear time series models
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Cites work
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A consistent test of functional form via nonparametric estimation techniques
- A power comparison between nonparametric regression tests.
- A projection-based consistent test incorporating dimension-reduction in partially linear models
- A simple consistent bootstrap test for a parametric regression function
- Adaptive estimation in partially linear autoregressive models
- An adaptive-to-model test for partially parametric single-index models
- An updated review of goodness-of-fit tests for regression models
- Asymptotic Theory of Integrated Conditional Moment Tests
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Bandwidth selection in nonparametric kernel testing
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap procedures under some non-i.i.d. models
- Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
- Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study
- Comparing nonparametric versus parametric regression fits
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Convergence rates for parametric components in a partly linear model
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
- Estimation and testing for partially linear single-index models
- Generalized Partially Linear Single-Index Models
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
- Goodness-of-Fit Tests for Parametric Regression Models
- scientific article; zbMATH DE number 646819 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 947422 (Why is no real title available?)
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing dependence by correlation of distances
- Model Checks for Generalized Linear Models
- Model checks for regression: an innovation process approach
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Nonparametric model checks for regression
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Root-n-consistent estimation of partially linear time series models
- Semiparametric estimation of partially linear panel data models
- Some comments on specification tests in nonparametric absolutely regular processes
- Some higher-order theory for a consistent non-parametric model specification test
- Specification analysis of linear quantile models
- Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
- Specification tests for the propensity score
- Statistical inference in single-index and partially nonlinear models
- What good is a volatility model?
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