create a website

Consistent bootstrap tests of parametric regression functions. (2000). Whang, Yoon-Jae.
In: Journal of Econometrics.
RePEc:eee:econom:v:98:y:2000:i:1:p:27-46.

Full description at Econpapers || Download paper

Cited: 46

Citations received by this document

Cites: 25

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Testing treatment effect heterogeneity in regression discontinuity designs. (2019). Shen, Shu ; Hsu, Yu-Chin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

    Full description at Econpapers || Download paper

  4. Testing the adequacy of semiparametric transformation models. (2018). Meintanis, S G ; Hukova, M ; Allison, J S.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-017-0544-4.

    Full description at Econpapers || Download paper

  5. A robust adaptive-to-model enhancement test for parametric single-index models. (2018). Zhu, Lixing ; Niu, Cuizhen.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:70:y:2018:i:5:d:10.1007_s10463-017-0626-9.

    Full description at Econpapers || Download paper

  6. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:160:y:2017:i:c:p:10-30.

    Full description at Econpapers || Download paper

  7. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2016031.

    Full description at Econpapers || Download paper

  8. JOINT SPECIFICATION TESTS FOR RESPONSE PROBABILITIES IN UNORDERED MULTINOMIAL CHOICE MODELS. (2015). Iwasawa, Masamune.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:919.

    Full description at Econpapers || Download paper

  9. A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models. (2015). Iwasawa, Masamune.
    In: Econometrics.
    RePEc:gam:jecnmx:v:3:y:2015:i:3:p:667-697:d:55867.

    Full description at Econpapers || Download paper

  10. Testing the Martingale Hypothesis. (2014). Phillips, Peter ; Jin, Sainan ; Peter C. B. Phillips, .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:32:y:2014:i:4:p:537-554.

    Full description at Econpapers || Download paper

  11. A consistent nonparametric test of parametric regression functional form in fixed effects panel data models. (2014). Sun, Yiguo ; Li, Qi ; Lin, Zhongjian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p1:p:167-179.

    Full description at Econpapers || Download paper

  12. A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models. (2014). Ramalho, Esmeralda ; Murteira, José ; Jose M. R. Murteira, ; Joaquim J. S. Ramalho, .
    In: Manchester School.
    RePEc:bla:manchs:v:82:y:2014:i:4:p:488-507.

    Full description at Econpapers || Download paper

  13. Partially linear varying coefficient models with missing at random responses. (2013). Bravo, Francesco.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:65:y:2013:i:4:p:721-762.

    Full description at Econpapers || Download paper

  14. Consistent Model Specification Testing. (2013). Davidson, James ; Halunga, Andreea G..
    In: Discussion Papers.
    RePEc:exe:wpaper:1312.

    Full description at Econpapers || Download paper

  15. Testing the Martingale Hypothesis. (2013). Phillips, Peter ; Jin, Sainan ; Peter C. B. Phillips, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1912.

    Full description at Econpapers || Download paper

  16. A generalized goodness-of-functional form test for binary and fractional regression models. (2013). Ramalho, Esmeralda ; Murteira, José ; Jose M. R. Murteira, ; Joaquim J. S. Ramalho, .
    In: CEFAGE-UE Working Papers.
    RePEc:cfe:wpcefa:2013_09.

    Full description at Econpapers || Download paper

  17. Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks. (2012). Lee, Tae Hwy ; Zhang, RU ; Zhou Xi, .
    In: Working Papers.
    RePEc:ucr:wpaper:201422.

    Full description at Econpapers || Download paper

  18. A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. (2012). Giacomini, Raffaella ; Politis, Dimitris N. ; White, Halbert.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:11/12.

    Full description at Econpapers || Download paper

  19. Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models. (2011). SHEN, XIANGJIN ; Tsurumi, Hiroki .
    In: Departmental Working Papers.
    RePEc:rut:rutres:201126.

    Full description at Econpapers || Download paper

  20. On the Nonparametric Tests of Univariate GARCH Regression Models. (2011). Shadat, Wasel.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:1115.

    Full description at Econpapers || Download paper

  21. A consistent nonparametric test for nonlinear causality—Specification in time series regression. (2011). Nishiyama, Yoshihiko ; Jeong, Kiho ; Kawasaki, Yoshinori ; Hitomi, Kohtaro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:165:y:2011:i:1:p:112-127.

    Full description at Econpapers || Download paper

  22. Testing semiparametric conditional moment restrictions using conditional martingale transforms. (2010). Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:154:y:2010:i:1:p:74-84.

    Full description at Econpapers || Download paper

  23. On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions. (2009). Orme, Chris ; Fé, Eduardo ; Fe-Rodriguez, Eduardo .
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0912.

    Full description at Econpapers || Download paper

  24. An Improved Bootstrap Test of Stochastic Dominance. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1713.

    Full description at Econpapers || Download paper

  25. An improved bootstrap test of stochastic dominance. (2009). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we094827.

    Full description at Econpapers || Download paper

  26. Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-006.

    Full description at Econpapers || Download paper

  27. Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:25092.

    Full description at Econpapers || Download paper

  28. Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:527.

    Full description at Econpapers || Download paper

  29. Testing the Martingale Difference Hypothesis Using Neural Network Approximations. (2007). Blake, Andrew ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp601.

    Full description at Econpapers || Download paper

  30. Testing the Martingale Difference Hypothesis Using Neural Network Approximations. (2007). Blake, Andrew P ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:601.

    Full description at Econpapers || Download paper

  31. Nonlinear time series: semiparametric and nonparametric methods. (2007). GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:39563.

    Full description at Econpapers || Download paper

  32. Testing Conditional Independence via Rosenblatt Transforms. (2007). Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-026.

    Full description at Econpapers || Download paper

  33. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  34. Generalized spectral tests for the martingale difference hypothesis. (2006). Velasco, Carlos ; Escanciano, Juan Carlos.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:1:p:151-185.

    Full description at Econpapers || Download paper

  35. Bootstrap conditional distribution tests in the presence of dynamic misspecification. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:779-806.

    Full description at Econpapers || Download paper

  36. Testing the martingale difference hypothesis using integrated regression functions. (2006). Velasco, Carlos ; Escanciano, Juan Carlos.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:4:p:2278-2294.

    Full description at Econpapers || Download paper

  37. A Consistent Diagnostic Test for Regression Models Using Projections. (2005). Escanciano, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0905.

    Full description at Econpapers || Download paper

  38. Heterogeneity In Economic Freedom: Free Clusters Or Free Countries. (2005). ALVAREZ ARCE, JOSE LUIS ; lvarez-Arce, Jose Luis ; Vega-Gordillo, Manuel.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0805.

    Full description at Econpapers || Download paper

  39. Bootstrapping and hypothesis testing in non-stationary panel data. (2005). Kao, Chihwa ; Emerson, Jamie.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:5:p:313-318.

    Full description at Econpapers || Download paper

  40. A Test of the Martingale Hypothesis. (2005). Whang, Yoon-Jae ; Park, Joon.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:9:y:2005:i:2:n:2.

    Full description at Econpapers || Download paper

  41. A Test of the Martingale Hypothesis. (2004). Whang, Yoon-Jae ; Park, Joon.
    In: Working Papers.
    RePEc:ecl:riceco:2004-11.

    Full description at Econpapers || Download paper

  42. A New Test of the Martingale Difference Hypothesis. (2004). Kuan, Chung-Ming ; Lee, Wei-Ming .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:8:y:2004:i:4:n:1.

    Full description at Econpapers || Download paper

  43. A Test for Comparing Multiple Misspecified Conditional Distributions. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200314.

    Full description at Econpapers || Download paper

  44. Generalized spectral tests for the martingale difference hypothesis. (2003). Velasco, Carlos ; Escanciano, Juan Carlos.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws035312.

    Full description at Econpapers || Download paper

  45. Consistent specification testing for conditional moment restrictions. (2001). Whang, Yoon-Jae.
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:3:p:299-306.

    Full description at Econpapers || Download paper

  46. An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative. (1999). Spokoiny, Vladimir G..
    In: Working Papers.
    RePEc:uia:iowaec:99-02.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Andrews, D.W.K. A conditional Kolmogorov test. 1997 Econometrica. 65 1097-1128

  2. Bierens, H.J. A consistent conditional moment test of functional form. 1990 Econometrica. 58 1443-1458

  3. Bierens, H.J. Consistent model specification tests. 1982 Journal of Econometrics. 20 105-134

  4. Bierens, H.J. ; Ploberger, W. Asymptotic theory of integrated conditional moment tests. 1997 Econometrica. 65 1129-1151

  5. De Jong, R.M. The Bierens test under data dependence. 1996 Journal of Econometrics. 72 1-32

  6. Eubank, R. ; Spiegelman, S. Testing the goodness of fit of a linear model via nonparametric regression techniques. 1990 Journal of the American Statistical Association. 85 387-392
    Paper not yet in RePEc: Add citation now

  7. Fan, Y. ; Li, Q. Consistent model specification tests: omitted variables and semiparametric functional forms. 1996 Econometrica. 64 865-890

  8. Fan, Y., Li, Q., 1996b. Consistent model specification tests: kernel-based tests versus Bierens’ ICM tests. Unpublished manuscript. Department of Economics, Uinversity of Windsor.
    Paper not yet in RePEc: Add citation now

  9. Gozalo, P.L. A consistent model specification test for nonparametric estimation of regression function models. 1993 Econometric Theory. 9 451-477

  10. Härdle, W. ; Mammen, E. Comparing nonparametric versus parametric regression fits. 1993 Annals of Statistics. 21 1926-1947
    Paper not yet in RePEc: Add citation now
  11. Hong, Y. ; White, H. Consistent specification testing via nonparametric series regressions. 1996 Econometrica. 63 1133-1160
    Paper not yet in RePEc: Add citation now

  12. Horowitz, J.L., Spokoiny, V.G., 1999. An adaptive, rate-optimal test of a parametric model against a nonparametric alternative. Unpublished manuscript. Department of Economics, University of Iowa.

  13. Li, Q. ; Wang, S. A simple consistent booststrap test for a parametric regression function. 1998 Journal of Econometrics. 87 145-165

  14. Lifshits, M.A. On the absolute continuity of distributions of functionals of random processes. 1982 Theory of Probability and Its Applications. 27 600-607
    Paper not yet in RePEc: Add citation now
  15. Park, J., Whang, Y.-J., 1999. Testing for the martingale hypothesis. Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  16. Pollard, D. . 1984 Springer: New York
    Paper not yet in RePEc: Add citation now
  17. Pollard, D. . 1990 Institute of Mathematical Statistics: Hayward
    Paper not yet in RePEc: Add citation now

  18. Stinchcombe, M.B. ; White, H. Consistent specification testing with nuisance parameters present only under the alternative. 1998 Econometric Theory. 14 295-325

  19. Stute, W. ; Manteiga, W.G. ; Quindmill, M.P. Bootstrap approximations in model checks for regression. 1998 Journal of the American Statistical Association. 93 141-149
    Paper not yet in RePEc: Add citation now
  20. Stute, W. ; Thies, S. ; Zhu, L.-X. Model checks for regression: an innovation process approach. 1998 Annals of Statistics. 26 1916-1934
    Paper not yet in RePEc: Add citation now

  21. Whang, Y.-J. ; Andrews, D.W.K. Tests of specification for parametric and semiparametric models. 1993 Journal of Econometrics. 57 277-318

  22. Whang, Y.-J., 1998. A consisitent Kolmogorov test of parametric regression functions. Unpublished manuscript. Department of Economics, Ewha University.
    Paper not yet in RePEc: Add citation now

  23. Wooldridge, J.M. A test for functional form against nonparametric alternatives. 1992 Econometric Theory. 8 452-475

  24. Wu, C.F.J. Jackknife, bootstrap, and other resampling methods in regression analysis (with discussion). 1986 Annals of Statistics. 14 1261-1350
    Paper not yet in RePEc: Add citation now

  25. Yatchew, A.J. Nonparametric regression tests based on least squares. 1992 Econometric Theory. 8 435-451

Cocites

Documents in RePEc which have cited the same bibliography

  1. Model Adequacy Checks for Discrete Choice Dynamic Models. (2012). Velasco, Carlos ; Kheifets, Igor.
    In: Working Papers.
    RePEc:cfr:cefirw:w0170.

    Full description at Econpapers || Download paper

  2. Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo. (2011). Parra-Alvarez, Juan ; Misas, Martha ; López, Enrique ; Enrique Lopez E., ; Martha Misas A., ; Juan Carlos Parra A., .
    In: VNIVERSITAS ECONÓMICA.
    RePEc:col:000416:008301.

    Full description at Econpapers || Download paper

  3. Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo. (2010). Parra-Alvarez, Juan ; Misas, Martha ; López, Enrique ; Enrique Lopez E., ; Martha Misas A., ; Juan Carlos Parra A., .
    In: Borradores de Economia.
    RePEc:bdr:borrec:628.

    Full description at Econpapers || Download paper

  4. Flexible estimation of wage distributions in the presence of covariates. (2009). Mora, Juan ; Febrer, Antonia.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:2189-2200.

    Full description at Econpapers || Download paper

  5. Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-006.

    Full description at Econpapers || Download paper

  6. Comparing Open and Sealed Bid Auctions: Evidence from Timber Auctions. (2008). Seira, Enrique ; Levin, Jonathan ; Athey, Susan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14590.

    Full description at Econpapers || Download paper

  7. The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance. (2008). Anderson, Gordon.
    In: The Journal of Economic Inequality.
    RePEc:kap:jecinq:v:6:y:2008:i:1:p:73-87.

    Full description at Econpapers || Download paper

  8. Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/08.

    Full description at Econpapers || Download paper

  9. Testing for discrete choice models. (2008). Zheng, XU.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:2:p:176-184.

    Full description at Econpapers || Download paper

  10. Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood. (2008). Whang, Yoon-Jae ; SEO, MYUNG HWAN ; Otsu, Taisuke.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1660.

    Full description at Econpapers || Download paper

  11. Bandwidth selection for nonparametric kernel testing. (2007). GAO, Jiti ; Gijbels, Irene.
    In: MPRA Paper.
    RePEc:pra:mprapa:11982.

    Full description at Econpapers || Download paper

  12. Testing Conditional Independence via Rosenblatt Transforms. (2007). Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-026.

    Full description at Econpapers || Download paper

  13. Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects. (2007). Escanciano, Juan Carlos ; Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-005.

    Full description at Econpapers || Download paper

  14. A Simulation Based Specification Test for Diffusion Processes. (2006). Swanson, Norman ; Bhardwaj, Geetesh ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200614.

    Full description at Econpapers || Download paper

  15. How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version. (2006). Swanson, Norman ; Korenok, Oleg.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200612.

    Full description at Econpapers || Download paper

  16. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  17. CONSISTENT SPECIFICATION TEST FOR ORDERED DISCRETE CHOICE MODELS. (2006). Mora, Juan ; Moro-Egido, Ana.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2006-17.

    Full description at Econpapers || Download paper

  18. Asymptotic properties for a class of partially identified models. (2006). Molinari, Francesca ; Beresteanu, Arie.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:10/06.

    Full description at Econpapers || Download paper

  19. Asymptotic Properties for a Class of Partially Identified Models. (2006). Molinari, Francesca ; Beresteanu, Arie.
    In: Working Papers.
    RePEc:ecl:corcae:06-07.

    Full description at Econpapers || Download paper

  20. Empirical Models of Auctions. (2006). Haile, Philip ; Athey, Susan.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001045.

    Full description at Econpapers || Download paper

  21. WAGE DISTRIBUTION IN SPAIN, 1994-1999: AN APPLICATION OF A FLEXIBLE ESTIMATOR OF CONDITIONAL DISTRIBUTIONS. (2005). Mora, Juan.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2005-04.

    Full description at Econpapers || Download paper

  22. Bootstrap specification tests for diffusion processes. (2005). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:1:p:117-148.

    Full description at Econpapers || Download paper

  23. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200423.

    Full description at Econpapers || Download paper

  24. A test for the distributional comparison of simulated and historical data. (2004). Swanson, Norman ; Corradi, Valentina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:85:y:2004:i:2:p:185-193.

    Full description at Econpapers || Download paper

  25. A Test of the Martingale Hypothesis. (2004). Whang, Yoon-Jae ; Park, Joon.
    In: Working Papers.
    RePEc:ecl:riceco:2004-11.

    Full description at Econpapers || Download paper

  26. Bootstrap Specification Tests for Diffusion Processes. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200321.

    Full description at Econpapers || Download paper

  27. Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200320.

    Full description at Econpapers || Download paper

  28. A Test for Comparing Multiple Misspecified Conditional Distributions. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200314.

    Full description at Econpapers || Download paper

  29. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200313.

    Full description at Econpapers || Download paper

  30. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200311.

    Full description at Econpapers || Download paper

  31. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200309.

    Full description at Econpapers || Download paper

  32. MOTIVES FOR MONEY-TRANSFERS WITHIN FAMILIES: THE ROLE OF TRANSFERS ON EDUCATION. (2003). Mora, Juan ; Moro-Egido, Ana.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2003-37.

    Full description at Econpapers || Download paper

  33. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. (2003). Li, Qi ; hsiao, cheng ; Zinn, Joel .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:112:y:2003:i:2:p:295-325.

    Full description at Econpapers || Download paper

  34. A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS. (2002). Li, Qi ; Fan, Yanqin.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:3:p:337-352.

    Full description at Econpapers || Download paper

  35. Consistent testing for stochastic dominance: a subsampling approach. (2002). Maasoumi, Esfandiar ; LINTON, OLIVER ; Wang, Yoon-Jae.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/02.

    Full description at Econpapers || Download paper

  36. Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1356.

    Full description at Econpapers || Download paper

  37. Rate-optimal data-driven specification testing in regression models. (2001). Lavergne, Pascal ; Guerre, Emmanuel.
    In: Econometrics.
    RePEc:wpa:wuwpem:0107001.

    Full description at Econpapers || Download paper

  38. Consistent specification testing for conditional moment restrictions. (2001). Whang, Yoon-Jae.
    In: Economics Letters.
    RePEc:eee:ecolet:v:71:y:2001:i:3:p:299-306.

    Full description at Econpapers || Download paper

  39. Size Corrected Power for Bootstrap Tests. (2001). Lobato, Ignacio ; dominguez, manuel.
    In: Working Papers.
    RePEc:cie:wpaper:0102.

    Full description at Econpapers || Download paper

  40. A Consistent Test for the Martingale Difference Hypothesis. (2001). Lobato, Ignacio ; dominguez, manuel.
    In: Working Papers.
    RePEc:cie:wpaper:0101.

    Full description at Econpapers || Download paper

  41. A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data. (2001). Tkacz, Greg ; Li, Fuchun.
    In: Staff Working Papers.
    RePEc:bca:bocawp:01-21.

    Full description at Econpapers || Download paper

  42. An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models. (2000). Spokoiny, Vladimir G..
    In: Working Papers.
    RePEc:uia:iowaec:00-04.

    Full description at Econpapers || Download paper

  43. Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable. (2000). Abadie, Alberto.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0261.

    Full description at Econpapers || Download paper

  44. Consistent bootstrap tests of parametric regression functions. (2000). Whang, Yoon-Jae.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:1:p:27-46.

    Full description at Econpapers || Download paper

  45. Learning and Communication in Sender-Receiver Games: An Econometric Investigation. (2000). NEUMANN, George R. ; Savin, Nathan E..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1852.

    Full description at Econpapers || Download paper

  46. A Consistent Test for the Martingale Difference Assumption. (2000). Lobato, Ignacio.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0278.

    Full description at Econpapers || Download paper

  47. An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative. (1999). Spokoiny, Vladimir G..
    In: Working Papers.
    RePEc:uia:iowaec:99-02.

    Full description at Econpapers || Download paper

  48. Consistent model specification tests for time series econometric models. (1999). Li, Qi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:92:y:1999:i:1:p:101-147.

    Full description at Econpapers || Download paper

  49. Some Higher Order Theory for a Consistent Nonparametric Model Specification Test. (1997). LINTON, OLIVER ; Fan, Yanqin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1148.

    Full description at Econpapers || Download paper

  50. Conditional Independence Restrictions: Testing and Estimation. (1996). LINTON, OLIVER ; Gozalo, Pedro.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1140.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-27 10:34:20 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy