The following pages link to Consistent model specification tests (Q91781):
Displaying 7 items.
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286) (← links)
- A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models (Q6628096) (← links)
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence (Q6639489) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
- Consistent tests for semiparametric conditional independence (Q6650745) (← links)
- A Gaussian process approach to model checks (Q6656628) (← links)
- Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)
