Pages that link to "Item:Q91794"
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The following pages link to A consistent test of functional form via nonparametric estimation techniques (Q91794):
Displaying 50 items.
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Identification of additive and polynomial models of mismeasured regressors without instruments (Q2399535) (← links)
- Hypothesis tests in partial linear errors-in-variables models with missing response (Q2405943) (← links)
- Model checking in Tobit regression with measurement errors using validation data (Q2409631) (← links)
- Model checking for general linear regression with nonignorable missing response (Q2419142) (← links)
- A goodness-of-fit test for variable-adjusted models (Q2419145) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- Two tests for heterocedasticity in nonparametric regression (Q2430230) (← links)
- Testing for a constant coefficient of variation in nonparametric regression (Q2431725) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
- A specification test for the propensity score using its distribution conditional on participation (Q2628830) (← links)
- Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Model checking in Tobit regression via nonparametric smoothing (Q2637601) (← links)
- Conditional variance model checking (Q2655067) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← 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)
- A nonparametric hypothesis test for heteroscedasticity (Q2832027) (← links)
- Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Comparing conditional quantile curves (Q2911653) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method (Q3143490) (← links)
- SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- A linear approximation to the wild bootstrap in specification testing (Q3297940) (← links)
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC (Q3465604) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- Non‐parametric Regression Tests Using Dimension Reduction Techniques (Q3552945) (← links)
- A Consistent Conditional Moment Test of Functional Form (Q3979446) (← links)
- Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing (Q4265792) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION (Q4406235) (← 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 the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms (Q4455914) (← links)
- Some Methodological Aspects of Validation of Models in Nonparametric Regression (Q4469582) (← links)
- Testing model assumptions in multivariate linear regression models (Q4485006) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- A comparison of different nonparametric methods for inference on additive models (Q4651090) (← links)
- A simple bootstrap test for time series regression models (Q4675952) (← links)
- Some comments on specification tests in nonparametric absolutely regular processes (Q4828175) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Testing lack of fit of regression models under heteroscedasticity (Q4944639) (← links)
