Pages that link to "Item:Q4895050"
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The following pages link to Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms (Q4895050):
Displaying 50 items.
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← 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)
- Testing for discrete choice models (Q1934683) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- Asymptotic normality of a combined regression estimator (Q1969079) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← 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)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Multidimensional specification test based on non-stationary time series (Q2161017) (← 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)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Specification test for Markov models with measurement errors (Q2252889) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Nonparametric tests for strategic interaction effects with rationalizability (Q2311162) (← links)
- Adaptive-to-model checking for regressions with diverging number of predictors (Q2313276) (← links)
- A significance test for covariates in nonparametric regression (Q2340873) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- Checking the adequacy of partial linear models with missing covariates at random (Q2393154) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression (Q2502147) (← links)
- Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV (Q2512596) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← 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)
- An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
- The effect of information technology and human capital on economic growth (Q2843368) (← links)
- Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
- A consistent nonparametric test for causality in quantile (Q2909251) (← links)
- Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
- The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
- A powerful test for comparing multiple regression functions (Q3145383) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- Goodness-of-fit tests for functional data (Q3406050) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
