Pages that link to "Item:Q4730670"
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The following pages link to Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670):
Displaying 50 items.
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
- Performing hypothesis tests on the shape of functional data (Q959270) (← links)
- On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← 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)
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting (Q1305648) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
- Estimation of some partially specified nonlinear models (Q1362023) (← links)
- Minimum normal approximation error bandwidth selection for averaged derivatives. (Q1418603) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Semiparametric approaches to signal extraction problems in economic time series (Q1575220) (← links)
- Averaged singular integral estimation as a bias reduction technique (Q1599074) (← links)
- Nonparametric tests for conditional symmetry (Q1792455) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- Consistent nonparametric hypothesis tests with an application to Slutsky symmetry (Q1893417) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
- A test for model specification of diffusion processes (Q2477057) (← links)
- Editorial: Misspecification test methods in econometrics (Q2512592) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Panel nonparametric regression with fixed effects (Q2516309) (← links)
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data (Q2864653) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS (Q3551010) (← links)
- Smoothness adaptive average derivative estimation (Q3563651) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing (Q4265792) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- A simple bootstrap test for time series regression models (Q4675952) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- Econometric Model Specification (Q5742675) (← links)
- Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
- Optimal bandwidths for kernel density estimators of functions of observations (Q5934106) (← links)
