Pages that link to "Item:Q4715551"

The following pages link to Nonparametric Selection of Regressors: The Nonnested Case (Q4715551):

Displaying 26 items.

• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
• Testing for monotonicity under endogeneity: an application to the reservation wage function (Q894641) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
• Significance testing in quantile regression (Q1951105) (← links)
• Asymptotic normality of a combined regression estimator (Q1969079) (← links)
• Nonparametric tests for model selection with time series data (Q1969429) (← 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)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression (Q4222536) (← links)
• Régression non paramétrique: une approche générale du problème de sélection automatique de modèle (Q4238009) (← links)
• Semiparametric Specification Testing of Non-nested Econometric Models (Q4301279) (← links)
• A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
• NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
• (Q5149257) (← links)
• Bootstrap non-parametric significance test (Q5450525) (← links)
• An equality test across nonparametric regressions (Q5939176) (← links)
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)
• Asymptotics of K-fold cross validation (Q6535409) (← links)