Pages that link to "Item:Q1584766"

The following pages link to Consistent bootstrap tests of parametric regression functions (Q1584766):

Displaying 34 items.

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
• Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
• Parametric bootstrap tests for continuous and discrete distributions (Q745423) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
• A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
• Comparing nonparametric versus parametric regression fits (Q1317257) (← links)
• Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
• Testing treatment effect heterogeneity in regression discontinuity designs (Q1739871) (← links)
• A robust adaptive-to-model enhancement test for parametric single-index models (Q1786902) (← links)
• External bootstrap tests for parameter stability. (Q1858954) (← links)
• A simple framework for nonparametric specification testing (Q1973427) (← links)
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (Q2401352) (← links)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• A consistent test for the parametric distribution of regression disturbances (Q2767965) (← links)
• A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (Q2845023) (← links)
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
• On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
• A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
• (Q3552466) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
• Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
• TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• Consistent specification testing for conditional moment restrictions (Q5941233) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)