Pages that link to "Item:Q1868971"

The following pages link to Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971):

Displaying 31 items.

• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• Tests for price endogeneity in differentiated product models (Q312343) (← links)
• Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• Optimal testing for additivity in multiple nonparametric regression (Q841020) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
• Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Testing for separability in structural equations (Q2451798) (← links)
• Testing the suitability of polynomial models in errors-in-variables problems (Q2473077) (← links)
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (Q2890707) (← links)
• TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
• A simple bootstrap test for time series regression models (Q4675952) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• Testing for additivity in nonparametric heteroscedastic regression models (Q4987552) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• Testing the Linear Mean and Constant Variance Conditions in Sufficient Dimension Reduction (Q5037808) (← links)
• A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
• Generalized likelihood ratio tests for the structure of semiparametric additive models (Q5449240) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• A Unified Framework for Specification Tests of Continuous Treatment Effect Models (Q6620995) (← links)