Pages that link to "Item:Q4512513"
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The following pages link to NONPARAMETRIC SIGNIFICANCE TESTING (Q4512513):
Displaying 50 items.
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- A consistent characteristic function-based test for conditional independence (Q289185) (← links)
- A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← 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)
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
- Rationalization and identification of binary games with correlated types (Q1676373) (← links)
- Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
- Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- Adaptive testing using data-driven method selecting smoothing parameters (Q2158395) (← links)
- Productivity spillovers and human capital: a semiparametric varying coefficient approach (Q2189945) (← links)
- An alternative test for conditional unconfoundedness using auxiliary variables (Q2208815) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- A significance test for covariates in nonparametric regression (Q2340873) (← links)
- Model checking for parametric regressions with response missing at random (Q2352448) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Testing for monotone increasing hazard rate (Q2569236) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
- Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Model selection tests for nonlinear dynamic models (Q4551769) (← links)
- CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH (Q4569585) (← links)
- Theory of Nonparametric Tests (Q4583134) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
- Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis (Q5129215) (← links)
- (Q5149257) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Nichtparametrische Prädiktorselektion im Asset Management (Q5391925) (← links)
- Bootstrap non-parametric significance test (Q5450525) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- An equality test across nonparametric regressions (Q5939176) (← links)
- Testing additivity in generalized nonparametric regression models with estimated parameters (Q5944499) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- Significance test for semiparametric conditional average treatment effects and other structural functions (Q6071700) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
- Testing conditional independence in casual inference for time series data (Q6555340) (← links)
- Testing Missing at Random Using Instrumental Variables (Q6634856) (← links)
