Pages that link to "Item:Q91794"

The following pages link to A consistent test of functional form via nonparametric estimation techniques (Q91794):

Displaying 50 items.

• Asymptotically minimax test for a composite null hypothesis in the density model (Q1608705) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
• A lack-of-fit test for quantile regression models with high-dimensional covariates (Q1663288) (← links)
• Partial identification and inference in censored quantile regression (Q1668570) (← links)
• A martingale-difference-divergence-based test for specification (Q1673555) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
• Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes (Q1731765) (← links)
• Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← 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)
• Social learning in networks: a quantal response equilibrium analysis of experimental data (Q1934567) (← links)
• Testing for discrete choice models (Q1934683) (← links)
• Nonparametric tests for model selection with time series data (Q1969429) (← links)
• On a nonparametric test for linear relationships (Q1970822) (← 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)
• Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
• Heteroscedasticity checks for single index models (Q2018595) (← links)
• Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
• Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
• Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← 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)
• Generalized kernel-based inverse regression methods for sufficient dimension reduction (Q2189615) (← links)
• Regression function comparison for paired data (Q2220432) (← links)
• Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
• Distance-covariance-based tests for heteroscedasticity in nonlinear regressions (Q2239335) (← links)
• Global and local two-sample tests via regression (Q2283577) (← links)
• Model checks for functional linear regression models based on projected empirical processes (Q2291339) (← links)
• Martingale-difference-divergence-based tests for goodness-of-fit in quantile models (Q2301110) (← links)
• Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
• Testing for a functional form of mean regression in a fully parametric environment (Q2312970) (← links)
• Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
• A scalable nonparametric specification testing for massive data (Q2317283) (← links)
• Checking nonparametric component for partially nonlinear model with missing response (Q2322564) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
• Model checking for parametric regressions with response missing at random (Q2352448) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)