Pages that link to "Item:Q1305653"

The following pages link to A simple consistent bootstrap test for a parametric regression function (Q1305653):

Displaying 45 items.

• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• A consistent test for the parametric distribution of regression disturbances (Q2767965) (← links)
• Power Assessment of a New Test of Independence (Q2787352) (← links)
• Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
• A consistent nonparametric test for causality in quantile (Q2909251) (← links)
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE (Q3168871) (← links)
• MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
• Testing a Specification Form in Single Functional Index Model (Q3300627) (← 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 the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
• Nonparametric Methods in Continuous Time Model Specification (Q3432679) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• The convergence rates of the weighted bootstrap distributions for von Mises and<i>U</i>-statistics (Q3535706) (← links)
• (Q3552466) (← links)
• Non‐parametric Regression Tests Using Dimension Reduction Techniques (Q3552945) (← links)
• A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models (Q3625366) (← links)
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION (Q4406235) (← 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)
• SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY (Q4569583) (← links)
• Block external bootstrap in partially linear models with nonstationary strong mixing error terms (Q4673112) (← links)
• A simple bootstrap test for time series regression models (Q4675952) (← links)
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
• NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system (Q5040540) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• Goodness-of-fit test for hazard rate (Q5114481) (← links)
• Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
• A projection-based consistent test incorporating dimension-reduction in partial linear models (Q5155197) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
• INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
• Bootstrap non-parametric significance test (Q5450525) (← links)
• Semiparametric estimation and testing of the trend of temperature series (Q5488521) (← links)
• A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
• Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
• Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
• Efficiency of thin and thick markets (Q5964749) (← links)
• Goodness-of-fit test for partial functional linear model with errors in scalar covariates (Q6116901) (← links)
• Nonparametric estimation of stochastic frontier models with weak separability (Q6193081) (← links)
• Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors (Q6640114) (← links)