Pages that link to "Item:Q91794"
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The following pages link to A consistent test of functional form via nonparametric estimation techniques (Q91794):
Displaying 50 items.
- (Q5004036) (← links)
- (Q5004056) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
- Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
- Outlier detection in non-parametric profile monitoring (Q5095840) (← links)
- Nonlinear regression models with general distortion measurement errors (Q5107404) (← links)
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data (Q5130356) (← links)
- Estimation and inference in regression discontinuity designs with asymmetric kernels (Q5130539) (← links)
- Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
- The LLN and CLT for U-statistics under cross-sectional dependence (Q5221305) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models (Q5449923) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- Goodness-of-fit tests for linear regression models with missing response data (Q5476456) (← links)
- Semiparametric estimation and testing of the trend of temperature series (Q5488521) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← 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 model checking procedures for parametric regressions with missing response (Q5875213) (← links)
- An adaptive lack of fit test for big data (Q5880165) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Large-Scale Datastreams Surveillance via Pattern-Oriented-Sampling (Q5885104) (← links)
- Testing linearity of regression models with dependent errors by kernel based methods (Q5936980) (← links)
- Optimal designs for testing the functional form of a regression via nonparametric estimation techniques (Q5937068) (← links)
- An equality test across nonparametric regressions (Q5939176) (← links)
- Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
- Testing additivity in generalized nonparametric regression models with estimated parameters (Q5944499) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- Efficiency of thin and thick markets (Q5964749) (← links)
- Comments on: ``An updated review of goodness-of-fit tests for regression models'' (Q5965560) (← links)
- Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling (Q6039876) (← links)
- A new nonparametric lack-of-fit test of nonlinear regression in presence of heteroscedastic variances (Q6053884) (← links)
- Model Checking for Parametric Ordinary Differential Equations Systems (Q6092950) (← links)
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model (Q6097557) (← links)
- Adaptive-to-Model Hybrid of Tests for Regressions (Q6107227) (← links)
- Goodness-of-fit test for partial functional linear model with errors in scalar covariates (Q6116901) (← links)
- Estimation of treatment effects under endogenous heteroskedasticity (Q6163244) (← links)
- Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models (Q6167037) (← links)
- Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach (Q6169912) (← links)
- Model checking for parametric single-index models with massive datasets (Q6172090) (← links)
- Model checking for multiplicative linear regression models with mixed estimators (Q6189241) (← links)
- Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors (Q6190723) (← links)
- Nonparametric estimation of stochastic frontier models with weak separability (Q6193081) (← links)
- Testing unconditional and conditional independence via mutual information (Q6199651) (← links)
- Powerful nonparametric checks for parametric single-index quantile models with missing responses (Q6544022) (← links)
- Kernel-weighted specification testing under general distributions (Q6565308) (← links)
