The following pages link to Consistent model specification tests (Q91781):
Displaying 50 items.
- Testing treatment effect heterogeneity in regression discontinuity designs (Q1739871) (← links)
- Nonparametric tests for conditional symmetry (Q1792455) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← 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)
- The Bierens test under data dependence (Q1915460) (← links)
- An alternative series based consistent model specification test (Q1929440) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- A test for the geometric distribution based on linear regression of order statistics (Q1998595) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- Projection quantile correlation and its use in high-dimensional grouped variable screening (Q2072410) (← links)
- Testing subspace restrictions in the presence of high dimensional nuisance parameters (Q2084475) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Estimation and hypothesis test for partial linear single-index multiplicative models (Q2183764) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Optimal linear instrumental variables approximations (Q2225014) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- On the identification of models with conditional characteristic functions (Q2292821) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- Self-consistency-based tests for bivariate distributions (Q2323282) (← links)
- Asymptotically exact inference in conditional moment inequality~models (Q2346015) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Statistical analysis of discrete-valued time series using categorical ARMA models (Q2359464) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Weighted KS statistics for inference on conditional moment inequalities (Q2451789) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction (Q2452106) (← links)
- Editorial: Misspecification test methods in econometrics (Q2512592) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Nonparametric inference based on conditional moment inequalities (Q2512637) (← links)
- Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
- Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
