The following pages link to Consistent model specification tests (Q91781):
Displaying 50 items.
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS (Q3021617) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- Diagnostic Measures for Generalized Linear Models with Missing Covariates (Q3077766) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS (Q3551019) (← links)
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS (Q3632399) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← 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)
- 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)
- AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- (Q5004056) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- A projection-based consistent test incorporating dimension-reduction in partial linear models (Q5155197) (← links)
- Validation tests for semi-parametric models (Q5220709) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
- Significance test for semiparametric conditional average treatment effects and other structural functions (Q6071700) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Adaptive-to-Model Hybrid of Tests for Regressions (Q6107227) (← links)
- Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
- Projection expectile regression for sufficient dimension reduction (Q6167053) (← links)
- Model checking for multiplicative linear regression models with mixed estimators (Q6189241) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- Specification Test for Spatial Autoregressive Models (Q6616633) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
- Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes (Q6617801) (← links)
- High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models (Q6620995) (← links)
