The following pages link to A Conditional Kolmogorov Test (Q4359766):
Displaying 33 items.
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- A STUDY OF PARTICIPATION IN DYNAMIC AUCTIONS (Q2935188) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA (Q3168419) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- cvmgof: an R package for Cramér–von Mises goodness-of-fit tests in regression models (Q3390623) (← links)
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- Testing the Martingale Difference Hypothesis (Q4434414) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- Testing conditional symmetry without smoothing (Q5299878) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← 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)
- Nonparametric Tests of the Causal Null With Nondiscrete Exposures (Q5881156) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA (Q6156586) (← links)
- A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum (Q6567908) (← links)
- Nonparametric Specification Testing of Conditional Asset Pricing Models (Q6620966) (← links)
- Testing Conditional Mean Independence Under Symmetry (Q6623213) (← links)
- Consistent tests for semiparametric conditional independence (Q6650745) (← links)
