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  • Search: subject:"Specification Test"
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Year of publication
Subject
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specification test 65 Estimation theory 23 Schätztheorie 23 Specification test 19 Nichtparametrisches Verfahren 17 Statistischer Test 16 Theorie 14 Specification Test 13 Statistical test 13 Nonparametric statistics 12 bootstrap 12 Schätzung 11 CAPM 10 Bootstrap 9 Monte Carlo test 9 exact test 9 Bootstrap-Verfahren 8 Hausman test 8 Bootstrap approach 7 Box-Cox model 7 Regression analysis 7 Regressionsanalyse 7 Sample selection bias 7 diagnostics 7 high-frequency data 7 instrumental variable (IV) model 7 multivariate linear regression 7 number of parameters 7 Estimation 6 Modellierung 6 Theory 6 Zeitreihenanalyse 6 mean-variance efficiency 6 stochastic volatility 6 uniform linear hypothesis 6 GARCH 5 Stochastic process 5 Stochastischer Prozess 5 Time series analysis 5 jumps 5
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Online availability
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Free 124 CC license 1
Type of publication
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Book / Working Paper 112 Article 11 Other 1
Type of publication (narrower categories)
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Working Paper 53 Arbeitspapier 25 Graue Literatur 24 Non-commercial literature 24 Article in journal 6 Aufsatz in Zeitschrift 6 Article 4 Thesis 1
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Language
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English 90 Undetermined 30 French 4
Author
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Davidson, Russell 10 MacKinnon, James G. 9 McAleer, Michael 7 Hautsch, Nikolaus 6 Malec, Peter 6 Nawata, Kazumitsu 6 Schienle, Melanie 6 Brown, Donald J. 5 Dufour, Jean-Marie 5 Khalaf, Lynda 5 Laisney, François 5 Wegkamp, Marten H. 5 BEAULIEU, Marie-Claude 4 Cai, Zongwu 4 DUFOUR, Jean-Marie 4 Deb, Rahul 4 Iwasawa, Masamune 4 KHALAF, Lynda 4 Kitagawa, Toru 4 Mammen, Enno 4 Tauchen, George Eugene 4 Andrews, Donald W.K. 3 Beaulieu, Marie-Claude 3 Davies, Robert 3 Hoderlein, Stefan 3 Kirman, Alan P. 3 Li, Jia 3 Liao, Zhipeng 3 Nishiyama, Yoshihiko 3 Pezanis-Christou, Paul 3 Su, Liangjun 3 Swanson, Norman R. 3 White, Halbert 3 Azomahou, Théophile 2 Bams, Dennis 2 Bartels, Knut 2 Blanchard, Gildas 2 Bontemps, Christophe 2 Breunig, Christoph 2 Conrad, Christian 2
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Institution
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Cowles Foundation for Research in Economics, Yale University 10 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 Economics Department, Queen's University 5 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 4 Center for Financial Studies 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Department of Economics, Boston College 2 School of Economics and Management, University of Aarhus 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Agricultural and Applied Economics Association - AAEA 1 Business School, University of Exeter 1 Center for Economic Institutions, Institute of Economic Research 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department of Economics, University of California-San Diego (UCSD) 1 Economic Growth Center, Economics Department 1 Economics Group, Nuffield College, University of Oxford 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institut d'Economie et Econométrie, Université de Genève 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economic Research, Kyoto University 1 London School of Economics (LSE) 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 School of Economics, Singapore Management University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Instituut 1 University of Toronto, Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Cowles Foundation Discussion Papers 10 CIRANO Working Papers 5 Queen's Economics Department Working Paper 5 Working Papers / Economics Department, Queen's University 5 Cahiers de recherche 4 Working Paper 4 Working papers series in theoretical and applied economics 4 cemmap working paper 4 CEMMAP working papers / Centre for Microdata Methods and Practice 3 Econometrics : open access journal 3 ZEW Discussion Papers 3 Boston College Working Papers in Economics 2 Boston College working papers in economics 2 CFS Working Paper 2 CFS Working Paper Series 2 CORE Discussion Papers 2 CREATES Research Papers 2 Discussion paper / Tinbergen Institute 2 ERID working paper 2 Econometrics 2 Economic Research Initiatives at Duke (ERID) Working Paper 2 KIER discussion paper series : discussion paper ... 2 SFB 373 Discussion Paper 2 SFB 373 Discussion Papers 2 SFB 649 Discussion Paper 2 Tinbergen Institute Discussion Paper 2 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 1 CEI Working Paper Series 1 CEMA Working Papers 1 CEMFI working paper 1 Center Discussion Paper 1 Cowles Foundation discussion paper 1 DIW Discussion Papers 1 Discussion Paper Series 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion Papers / Business School, University of Exeter 1 Discussion Papers of DIW Berlin 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Discussion papers / Department of Economics, University of Copenhagen 1 Documentos de Trabajo del ICAE 1
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Source
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RePEc 59 EconStor 32 ECONIS (ZBW) 31 BASE 2
Showing 1 - 10 of 124
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Model specification tests of heterogenous agent models with aggregate shocks under partial information
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2024
Persistent link: https://www.econbiz.de/10014521095
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Information matrix tests for multinomial logit models
Amengual, Dante; Fiorentini, Gariele; Sentana, Enrique - 2024
Persistent link: https://www.econbiz.de/10014535407
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Some finite-sample results on the Hausman test
Hahn, Jinyong; Liao, Zhipeng; Liu, Nan; Sheng, Shuyang - In: Economics letters 238 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015075730
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Relaxing the symmetry assumption in participation games : a specification test for cluster-heterogeneity
Kirman, Alan P.; Laisney, François; Pezanis-Christou, Paul - In: Experimental economics : a journal of the Economic … 26 (2023) 4, pp. 850-878
Persistent link: https://www.econbiz.de/10014369436
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On the proper computation of the hausman test statistic in standard linear panel data models : some clarifications and new results
Le Gallo, Julie; Sénégas, Marc-Alexandre - In: Econometrics : open access journal 11 (2023) 4, pp. 1-28
We provide new analytical results for the implementation of the Hausman specification test statistic in a standard …
Persistent link: https://www.econbiz.de/10014507910
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A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2023
Persistent link: https://www.econbiz.de/10014280707
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Layered policy analysis program evaluation using the marginal treatment effect
Mourifié, Ismael; Wan, Yuanyuan - 2021
This paper proposes a unified approach to derive sharp bounds on all conventional policy parameters when the instrumental variables (IVs) are potentially invalid. Using a Vine Copula approach, we propose a novel characterization of the identified sets for the marginal treatment effect (MTE) and...
Persistent link: https://www.econbiz.de/10012621159
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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - 2021
Persistent link: https://www.econbiz.de/10012582304
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Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de/10012627489
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Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012425349
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