Pages that link to "Item:Q1317257"
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The following pages link to Comparing nonparametric versus parametric regression fits (Q1317257):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth (Q145558) (← links)
- Parametric approximations of nonparametric frontiers (Q261885) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Testing the Markov property with high frequency data (Q288343) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
- Guest editorial. Specification testing (Q291095) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Goodness-of-fit tests for conditional models under censoring and truncation (Q291111) (← links)
- Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Confidence regions for level sets (Q391882) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Goodness-of-fit tests for general linear models with covariates missed at random (Q419330) (← links)
- Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Finding local departures from a parametric model using nonparametric regression (Q451368) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Model checking for a general linear model with nonignorable missing covariates (Q511073) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Testing functional inequalities (Q528113) (← links)
- A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
- Model checking for general linear error-in-covariables model with validation data (Q545429) (← links)
- Checking nonlinear heteroscedastic time series models (Q556432) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- A review on empirical likelihood methods for regression (Q619114) (← links)
- ANOVA for longitudinal data with missing values (Q620563) (← links)
- Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
- Structural test in regression on functional variables (Q631609) (← links)
- The EFM approach for single-index models (Q638808) (← links)
- Partially linear single-index beta regression model and score test (Q642228) (← links)
- A robust test of specification based on order statistics (Q650728) (← links)
