Pages that link to "Item:Q3979446"
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The following pages link to A Consistent Conditional Moment Test of Functional Form (Q3979446):
Displaying 50 items.
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Estimation and inference of semiparametric models using data from several sources (Q2074613) (← links)
- Uniform calibration tests for forecasting systems with small lead time (Q2103980) (← links)
- Model diagnostics of parametric Tobit model based on cumulative residuals (Q2131979) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Trinity tests of functions for conditional moment models (Q2181719) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Testing for lack-of-fit in functional regression models against general alternatives (Q2189112) (← links)
- A simple consistent test of conditional symmetry in symmetrically trimmed Tobit models (Q2294510) (← 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)
- 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)
- An adaptive-to-model test for partially parametric single-index models (Q2361467) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
- Editorial: Causality, prediction, and specification analysis: recent advances and future directions (Q2451796) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Constructing smooth tests without estimating the eigenpairs of the limiting process (Q2512599) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
- Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (Q2630074) (← 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)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- On the asymptotic efficiency of GMM (Q2878813) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE (Q2981822) (← links)
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS (Q2995419) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
- TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES (Q3195009) (← links)
- A linear approximation to the wild bootstrap in specification testing (Q3297940) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- A test for independence based on the correlation dimension (Q4355133) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
