Pages that link to "Item:Q3365352"

The following pages link to CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (Q3365352):

Displaying 31 items.

• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
• Multinomial probit estimation without nuisance parameters (Q4416018) (← links)
• Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← 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)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← 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)
• INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
• A model selection method for S‐estimation (Q5427671) (← 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)
• Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA (Q6156586) (← links)
• Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
• Panel Data Quantile Regression for Treatment Effect Models (Q6190685) (← links)
• Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
• Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes (Q6617801) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
• A Unified Framework for Specification Tests of Continuous Treatment Effect Models (Q6620995) (← links)
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (Q6623164) (← links)
• A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models (Q6628096) (← links)
• A Gaussian process approach to model checks (Q6656628) (← links)