Search Results - subject:"Consistent test"

Testing shock independence in Gaussian structural VARs

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2025

Persistent link: https://www.econbiz.de/10015606878

Testing shock independence in gaussian structural vars

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2025

Persistent link: https://www.econbiz.de/10015583767

Testing error distribution by kernelized Stein discrepancy in multivariate time series models

Luo, Donghang; Zhu, Ke; Gong, Huan; Li, Dong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 111-125

Persistent link: https://www.econbiz.de/10013540650

Consistent specification test for partially linear models with the k-nearest-neighbor method

Wang, Wenju; Wang, Qiao - In: Economics letters 177 (2019), pp. 89-93

Persistent link: https://www.econbiz.de/10012121501

A simple consistent test of conditional symmetry in symmetrically trimmed tobit models

Chen, Tao; Tripathi, Gautam - In: Journal of econometrics 198 (2017) 1, pp. 29-40

Persistent link: https://www.econbiz.de/10011818367

Semiparametric estimation and testing of smooth coefficient spatial autoregressive models

Malikov, Emir; Sun, Yiguo - In: Journal of econometrics 199 (2017) 1, pp. 12-34

Persistent link: https://www.econbiz.de/10011818803

Consistent model specification tests based on k-nearest-neighbor estimation method

Li, Hongjun; Li, Qi; Liu, Ruixuan - In: Journal of econometrics 194 (2016) 1, pp. 187-202

Persistent link: https://www.econbiz.de/10011705081

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179

Persistent link: https://www.econbiz.de/10010255448

A random-projection based test of Gaussianity for stationary processes

Nieto-Reyes, Alicia; Cuesta-Albertos, Juan Antonio; … - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 124-141

reject stationary non-Gaussian processes with the one-dimensional Gaussian marginal. Thus, a consistent test is proposed for …

Persistent link: https://www.econbiz.de/10010753545

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of Econometrics 178 (2014) P1, pp. 167-179

We propose a consistent test for a linear functional form against a nonparametric alternative in a fixed effects panel … test is a consistent test. We also establish the asymptotic validity of a bootstrap procedure which is used to better …

Persistent link: https://www.econbiz.de/10010730130