Pages that link to "Item:Q4895050"

The following pages link to Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms (Q4895050):

Displaying 50 items.

• Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• Parametric approximations of nonparametric frontiers (Q261885) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
• Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
• Guest editorial. Specification testing (Q291095) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution (Q292135) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• Tests for price endogeneity in differentiated product models (Q312343) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Pairwise-difference estimation of incomplete information games (Q527923) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Nonparametric model validations for hidden Markov models with applications in financial econometrics (Q737900) (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
• Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Testing the link when the index is semiparametric -- a comparative study (Q1020771) (← links)
• A nonparametric test for poolability using panel data (Q1126479) (← 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)
• Testing independence by nonparametric kernel method (Q1380650) (← links)
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
• Testing conditional moment restrictions (Q1430924) (← links)
• A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
• Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
• A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
• Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Partial identification and inference in censored quantile regression (Q1668570) (← links)
• Rationalization and identification of binary games with correlated types (Q1676373) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• Consistent specification test for partially linear models with the k-nearest-neighbor method (Q1738428) (← links)
• Dimension reduction-based significance testing in nonparametric regression (Q1753148) (← links)
• Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
• Semi-parametric classification of noisy curves (Q1856631) (← links)