Pages that link to "Item:Q1298462"
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The following pages link to Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462):
Displaying 46 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Semiparametric approaches to signal extraction problems in economic time series (Q1575220) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- A significance test for covariates in nonparametric regression (Q2340873) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
- Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
- Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models (Q3430301) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- A simple bootstrap test for time series regression models (Q4675952) (← links)
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670) (← links)
- Testing Serial Correlation in Semiparametric Time Series Models (Q4828157) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION (Q5199498) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- Econometric Model Specification (Q5742675) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- Robust inference for moment condition models without rational expectations (Q6600028) (← links)
- Specification Test for Spatial Autoregressive Models (Q6616633) (← links)
- A Unified Framework for Specification Tests of Continuous Treatment Effect Models (Q6620995) (← links)
- PROFIT: projection-based test in longitudinal functional data (Q6669471) (← links)
