Pages that link to "Item:Q2744171"

The following pages link to Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171):

Displaying 14 items.

• Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• Bootstrap tests for simple structures in nonparametric time series regression (Q660070) (← links)
• A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
• Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space (Q1580832) (← links)
• The environmental Kuznets curve semi-parametrically revisited (Q1927912) (← links)
• A bootstrap test for additive outliers in non-stationary time series (Q2864624) (← links)
• Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series (Q3396340) (← links)
• ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES (Q4540722) (← links)
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
• A simple bootstrap test for time series regression models (Q4675952) (← links)
• Specification testing in nonstationary time series models (Q5091817) (← links)
• Optimal rank-based detection of exponential component in autoregressive models (Q5297086) (← links)
• Aligned signed-rank tests of a linear autoregressive model against an exponential autoregressive one (Q6053887) (← links)