Pages that link to "Item:Q4301279"
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The following pages link to Semiparametric Specification Testing of Non-nested Econometric Models (Q4301279):
Displaying 19 items.
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- The J-test as a Hausman specification test (Q374830) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom (Q737996) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data (Q2909248) (← links)
- BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS (Q2995419) (← links)
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (Q3365352) (← links)
- Specification Tests in Econometrics (Q4181115) (← links)
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670) (← links)
- Econometric Model Specification (Q5742675) (← links)
