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Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms.. (1996). Li, Qi ; Fan, Yanqin.
In: Econometrica.
RePEc:ecm:emetrp:v:64:y:1996:i:4:p:865-90.

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  99. A Significance Test for Covariates in Nonparametric Regression. (2014). Lavergne, Pascal ; Patilea, Valentin ; Maistre, Samuel .
    In: TSE Working Papers.
    RePEc:tse:wpaper:28290.

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  100. Specification Test for Panel Data Models with Interactive Fixed Effects. (2014). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Working Papers.
    RePEc:siu:wpaper:08-2014.

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  101. Specification Testing of Production Frontier Function in Stochastic Frontier Model. (2014). Wong, Wing-Keung ; Guo, Xu ; Li, Gao Rong .
    In: MPRA Paper.
    RePEc:pra:mprapa:57999.

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  102. Square Density Weighted Average Derivatives Estimation of Single Index Models. (2014). Sung, Myung Jae .
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20141231-30-2-05.

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  103. Estimation and inference under economic restrictions. (2014). Sun, Kai ; Parmeter, Christopher ; Kumbhakar, Subal ; Henderson, Daniel.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:41:y:2014:i:1:p:111-129.

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  104. A simple parametric model selection test. (2014). Wilhelm, Daniel ; Schennach, Susanne.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:10/14.

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  105. Specification test for Markov models with measurement errors. (2014). Kim, Seonjin ; Zhao, Zhibiao.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:130:y:2014:i:c:p:118-133.

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  106. Estimation of productivity in Korean electric power plants: A semiparametric smooth coefficient model. (2014). Sun, Kai ; Kumbhakar, Subal ; Heshmati, Almas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:491-500.

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  107. Semiparametric models with single-index nuisance parameters. (2014). Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p3:p:471-483.

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  108. Constructing smooth tests without estimating the eigenpairs of the limiting process. (2014). Kuan, Chung-Ming ; Hsu, Shih-Hsun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p1:p:71-79.

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  109. Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV. (2014). Park, Sangsoo ; Fan, Yanqin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p1:p:45-56.

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  110. 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.

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  111. Threshold Regression with Endogeneity. (2014). Phillips, Peter ; Peter C. B. Phillips, ; Yu, Ping .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1966.

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  112. Some Recent Develop- ments on Nonparametric Econometrics. (2013). Li, Qi ; CAI, ZONGWU.
    In: Working Papers.
    RePEc:wyi:wpaper:002008.

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  113. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:22:y:2013:i:3:p:361-411.

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  114. Checking the adequacy of partial linear models with missing covariates at random. (2013). Guo, Xu ; Xu, Wangli.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:65:y:2013:i:3:p:473-490.

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  115. A Consistent Nonparametric Bootstrap Test of Exogeneity. (2013). Lee, Jinhyun .
    In: Discussion Paper Series, Department of Economics.
    RePEc:san:wpecon:1316.

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  116. Tests for Price Endogeneity in Differentiated Product Models. (2013). Kim, Kyoo il ; Petrin, Amil.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19011.

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  117. Wanna Get Away? RD Identification Away from the Cutoff. (2013). Rokkanen, Miikka ; Angrist, Joshua.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7429.

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  118. Estimation of Productivity in Korean Electric Power Plants: A Semiparametric Smooth Coefficient Model. (2013). Sun, Kai ; Kumbhakar, Subal ; Heshmati, Almas.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7277.

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

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  120. Diagnosing affine models of options pricing: Evidence from VIX. (2013). Zhang, Chu ; Li, Gang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:199-219.

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  121. A Consistent Nonparametric Bootstrap Test of Exogeneity. (2013). Lee, Jinhyun .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:512.

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  122. Stochastically weighted average conditional moment tests of functional form. (2013). Hill, Jonathan ; Hill Jonathan B., .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:17:y:2013:i:2:p:121-139:n:1.

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  123. Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing. (2013). el Ghouch, Anouar ; Bouezmarni, Taoufik ; Genton, Marc G..
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:3:p:455-470.

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  124. Programy skupu aktywow Europejskiego Banku Centralnego w dobie kryzysu zadluzeniowego w strefie euro / European Central Bank’s asset purchase programs in the age of the debt crisis in the Eurozone. (2013). Grabowski, Wojciech ; Stawasz, Ewa .
    In: International Economics.
    RePEc:ann:inecon:y:2013:i:4:p:5-21.

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

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  126. Rationalization and Identification of Discrete Games with Correlated Types. (2012). Xu, Haiqing ; Vuong, Quang ; Liu, Nianqing.
    In: Department of Economics Working Papers.
    RePEc:tex:wpaper:130915.

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  127. Goodness-of-fitting for partial linear model with missing response at random. (2012). Guo, Xu ; Xu, Wangli ; Zhu, Lixing.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:24:y:2012:i:1:p:103-118.

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  128. Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). Saart, Patrick ; GAO, Jiti.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2012-21.

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  129. Estimating Market Power with Weak A Priori Information: An Exploratory Approach to the Model-Specification Problem. (2012). Russo, Carlo.
    In: Review of Industrial Organization.
    RePEc:kap:revind:v:40:y:2012:i:4:p:339-354.

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  130. Exogeneity in semiparametric moment condition models. (2012). Smith, Richard ; Parente, Paulo.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:30/12.

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  131. Sieve estimation of panel data models with cross section dependence. (2012). Su, Liangjun ; Jin, Sainan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:34-47.

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  132. Pairwise-difference estimation of incomplete information games. (2012). Aradillas-Lopez, Andres.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:1:p:120-140.

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  133. Specification testing in nonparametric instrumental variable estimation. (2012). Horowitz, Joel L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:383-396.

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  134. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1217.

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  135. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Taamouti, Abderrahim ; Bouezmarni, Taoufik.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1211.

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  136. Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing. (2012). Genton, Marc G ; el Ghouch, Anouar ; Bouezmarni, Taoufik.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2012001.

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  137. Testing Efficient Risk Sharing with Heterogeneous Risk Preferences. (2012). Mazzocco, Maurizio ; Saini, Shiv .
    In: American Economic Review.
    RePEc:aea:aecrev:v:102:y:2012:i:1:p:428-68.

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  138. The central limit theorem for degenerate variable -statistics under dependence. (2011). Kim, Tae ; Luo, Zhi-Ming .
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:23:y:2011:i:3:p:683-699.

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  139. A nonparametric hypothesis test via the Bootstrap resampling. (2011). Temel, Tugrul.
    In: MPRA Paper.
    RePEc:pra:mprapa:31880.

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  140. 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.

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  141. Nonparametric model validations for hidden Markov models with applications in financial econometrics. (2011). Zhao, Zhibiao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:225-239.

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  142. THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH. (2011). Stengos, Thanasis ; Mamuneas, Theofanis ; Ketteni, Elena .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:15:y:2011:i:05:p:595-615_00.

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  143. Nonlinear Models of Measurement Errors. (2011). Nekipelov, Denis ; Chen, Xiaohong ; Hong, Han.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:49:y:2011:i:4:p:901-37.

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  144. On the Number of State Variables in Options Pricing. (2010). Zhang, Chu ; Li, Gang.
    In: Management Science.
    RePEc:inm:ormnsc:v:56:y:2010:i:11:p:2058-2075.

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  145. Moment Restriction-based Econometric Methods: An Overview. (2010). McAleer, Michael ; Nishiyama, Y. ; Kunitomo, N..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:21106.

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  146. Foreign direct investment, human capital and non-linearities in economic growth. (2010). Stengos, Thanasis ; Kottaridi, Constantina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:3:p:858-871.

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  147. Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. (2010). Li, Dong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:179-190.

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  148. Testing single-index restrictions with a focus on average derivatives. (2010). Escanciano, Juan Carlos ; Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:377-391.

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  149. 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.

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  150. Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models. (2010). GAO, Jiti ; Chen, Song ; Song Xi Chen, .
    In: School of Economics Working Papers.
    RePEc:adl:wpaper:2010-28.

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  151. Information technology and economic performance in U.S industries. (2009). Ketteni, Elena.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:42:y:2009:i:3:p:844-865.

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  152. Two-Step Extremum Estimation with Estimated Single-Indices. (2009). Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-012.

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  153. 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.

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  154. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0927.

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  155. Semiparametric tests of conditional moment restrictions under weak or partial identification. (2009). Pinkse, Joris ; Jun, Sung Jae.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:152:y:2009:i:1:p:3-18.

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  156. A nonparametric copula based test for conditional independence with applications to granger causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we093419.

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  157. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik.
    In: CIRANO Working Papers.
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  158. FOREIGN DIRECT INVESTMENT, HUMAN CAPITAL AND NONLINEARITIES IN ECONOMIC GROWTH. (2008). Stengos, Thanasis ; Kottaridi, Constantina.
    In: Working Paper series.
    RePEc:rim:rimwps:20_08.

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  159. Semiparametric hedonic price models: assessing the effects of agricultural nonpoint source pollution. (2008). simioni, michel ; Bontemps, Christophe ; Surry, Yves.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:6:p:825-842.

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  160. Fiscal policy and asset markets: A semiparametric analysis. (2008). Yang, Jian ; Li, Qi ; Jansen, Dennis ; Wang, Zijun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:141-150.

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  161. Specification testing in discretized diffusion models: Theory and practice. (2008). GAO, Jiti ; Casas, Isabel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:131-140.

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  162. Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution. (2008). Hu, Yingyao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:1:p:27-61.

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  163. Specification testing for regression models with dependent data. (2008). Hidalgo, J..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:143-165.

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  164. Breaking the curse of dimensionality in nonparametric testing. (2008). Lavergne, Pascal ; Patilea, Valentin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:103-122.

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

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  166. SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE U.S. ECONOMY. (2008). Liu, Dandan ; Bachmeier, Lance.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:46:y:2008:i:4:p:528-539.

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

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  168. Specification testing in discretized diffusion models: Theory and practice. (2007). GAO, Jiti ; Casas, Isabel.
    In: MPRA Paper.
    RePEc:pra:mprapa:11980.

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  169. Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing. (2007). Hong, Yongmiao ; GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:11977.

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  170. A test for model specification of diffusion processes. (2007). GAO, Jiti ; Chen, Song ; Tang, Chenghong ; Song Xi Chen, .
    In: MPRA Paper.
    RePEc:pra:mprapa:11976.

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  171. 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.

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  172. Nonlinearities in Economic Growth: A Semiparametric Approach applied to Information Technology data. (2007). Stengos, Thanasis ; Mamuneas, Theofanis.
    In: Working Papers.
    RePEc:gue:guelph:2007-1.

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  173. Specification testing for regression models with dependent data. (2007). Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6799.

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  174. Nonlinearities in economic growth: A semiparametric approach applied to information technology data. (2007). Stengos, Thanasis ; Mamuneas, Theofanis ; Ketteni, Elena .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:29:y:2007:i:3:p:555-568.

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  175. A consistent model specification test with mixed discrete and continuous data. (2007). Racine, Jeffrey ; Li, Qi ; hsiao, cheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:802-826.

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  176. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

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  177. Testing the link when the index is semiparametric--a comparative study. (2007). Sperlich, Stefan ; Roca-Pardinas, Javier.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:12:p:6565-6581.

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  178. Economic development and the return to human capital: a smooth coefficient semiparametric approach. (2006). Stengos, Thanasis ; Savvides, Andreas ; Mamuneas, Theofanis P.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:1:p:111-132.

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  179. The effects of bandwidth changes on model validity: an empirical study. (2006). Dacuycuy, Lawrence.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:10:p:629-633.

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  180. A Note on the Use of V and U Statistics in Nonparametric Models of Regression. (2006). Martins-Filho, Carlos ; Yao, Feng.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:58:y:2006:i:2:p:389-406.

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  181. Testing Efficient Risk Sharing with Heterogeneous Risk Preferences: Semi-parametric Tests with an Application to Village Economies. (2006). Saini, Shiv ; Mazzocco, Maurizio.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:108.

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

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  183. Estimation and model specification testing in nonparametric and semiparametric econometric models. (2006). King, Maxwell ; GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:11989.

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  184. On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives. (2006). Orme, Chris ; Fé, Eduardo ; Fe-Rodriguez, E..
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0606.

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  185. Economic development and the return to human capital: a smooth coefficient semiparametric approach. (2006). Stengos, Thanasis ; Savvides, Andreas ; Mamuneas, Theofanis.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:1:p:111-132.

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  186. Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market. (2006). Yang, Jian ; Guo, Hui ; Wang, Zijun.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-047.

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  187. Identification and nonparametric estimation of a transformed additively separable model. (2006). LINTON, OLIVER ; Lewbel, Arthur ; Jacho-Chávez, David ; Jacho-Chavez, David .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:4416.

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  188. Nonparametric state price density estimation using constrained least squares and the bootstrap. (2006). Yatchew, Adonis ; Härdle, Wolfgang ; Hardle, Wolfgang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:579-599.

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  189. Breaking the Curse of Dimensionality in Nonparametric Testing. (2006). Lavergne, Pascal ; Pascal Lavergne ; Valentin Patilea, .
    In: Working Papers.
    RePEc:crs:wpaper:2006-24.

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  190. The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics. (2005). Orme, Chris ; Fé, Eduardo ; Fe-Rodriguez, E.
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:0504.

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  191. Ability, sorting and wage inequality. (2005). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:16/05.

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  192. Is the Financial Development and Economic Growth Relationship Nonlinear?. (2005). Stengos, Thanasis ; Savvides, Andreas ; Mamuneas, Theofanis ; Ketteni, E..
    In: Working Papers.
    RePEc:gue:guelph:2005-1.

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