Pages that link to "Item:Q3979446"
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The following pages link to A Consistent Conditional Moment Test of Functional Form (Q3979446):
Displaying 50 items.
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← 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)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Tests for price endogeneity in differentiated product models (Q312343) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- Testing the correlated random coefficient model (Q736669) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Optimal transportation and the falsifiability of incompletely specified economic models (Q847816) (← links)
- On the performance of nonparametric specification tests in regression models (Q951882) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Recognizing changing seasonal patterns using artificial neural networks (Q1372932) (← links)
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances (Q1391993) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← 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)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- An alternative series based consistent model specification test (Q1929440) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
