Pages that link to "Item:Q4265792"

The following pages link to Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing (Q4265792):

Displaying 50 items.

• A nonparametric test for changing trends (Q262832) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• Tests for changing mean with monotonic power (Q301955) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Functional coefficient regression models with time trend (Q528015) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
• Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
• Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
• Specification and structural break tests for additive models with applications to realized variance data (Q2354863) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Moment inequalities for spatial processes (Q2483441) (← links)
• Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
• Testing and imposing Slutsky symmetry in nonparametric demand systems (Q2630083) (← links)
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
• Nonparametric bootstrap tests for neglected nonlinearity in time series regression models^∗ (Q2744171) (← links)
• An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
• Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
• Testing the parametric specification of the diffusion function in a diffusion process (Q2886941) (← links)
• A consistent nonparametric test for causality in quantile (Q2909251) (← links)
• Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
• Goodness-of-Fit Tests for Multiplicative Models with Dependent Data (Q3077771) (← links)
• The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
• A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
• Nonparametric regression with weakly dependent data: the discrete and continuous regressor case (Q3391786) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)