Pages that link to "Item:Q660070"

The following pages link to Bootstrap tests for simple structures in nonparametric time series regression (Q660070):

Displaying 21 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space (Q1580832) (← links)
• On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
• Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
• Regression-type inference in nonparametric autoregression (Q1807123) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Bootstrapping the nonparametric ARCH regression model (Q2452874) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• Weekday dependence of German stock market returns (Q2756667) (← links)
• Bootstrap tests for parametric volatility structure in nonparametric autoregression (Q2769688) (← links)
• A bootstrap test for additive outliers in non-stationary time series (Q2864624) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• A simple bootstrap test for time series regression models (Q4675952) (← links)
• Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• Iterative weighted estimation based on variance modelling in linear regression models (Q5087535) (← links)
• Resampling for checking linear regression models via non-parametric regression estimation (Q5940725) (← links)
• Nonparametric Specification Testing of Conditional Asset Pricing Models (Q6620966) (← links)
• Estimation and inference in spatially varying coefficient models (Q6625893) (← links)