Pages that link to "Item:Q3979446"
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The following pages link to A Consistent Conditional Moment Test of Functional Form (Q3979446):
Displaying 34 items.
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- A simple bootstrap test for time series regression models (Q4675952) (← links)
- Artificial neural networks: an econometric perspective<sup>∗</sup> (Q4853078) (← links)
- Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← 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)
- A model selection method for S‐estimation (Q5427671) (← 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)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Fixed‐effects binary choice models with three or more periods (Q6088834) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
- Flexible specification testing in quantile regression models (Q6196807) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
- Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
- LM Test of Neglected Correlated Random Effects and Its Application (Q6616618) (← links)
- Specification Test for Spatial Autoregressive Models (Q6616633) (← 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)
- Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286) (← links)
- A simple yet powerful test for assessing goodness-of-fit of high-dimensional linear models (Q6628096) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
