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Estimation theory
759
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934
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1
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
2
A data-driven nonparametric specification test for dynamic regression models
Guay, Alain
;
Guerre, Emmanuel
- In:
Econometric theory
22
(
2006
)
4
,
pp. 543-586
Persistent link: https://www.econbiz.de/10003351859
Saved in:
3
Testing under weak identification with conditional moment restrictions
Jun, Sung Jae
;
Pinkse, Joris
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1229-1282
Persistent link: https://www.econbiz.de/10009743174
Saved in:
4
Specification test for missing functional data
Bugni, Federico A.
- In:
Econometric theory
28
(
2012
)
5
,
pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
Saved in:
5
Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan
;
Chan, Ngai Hang
;
Lian, Peng
- In:
Econometric theory
30
(
2014
)
2
,
pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
Saved in:
6
Bias corrections in testing and estimating semiparametric, single index models
Klein, Roger W.
;
Shen, Chan
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1683-1718
Persistent link: https://www.econbiz.de/10008738344
Saved in:
7
Specification testing when the null is nonparametric or semiparametric
Rodríguez Poo, Juan Manuel
;
Sperlich, Stefan
;
Vieu, …
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10011545543
Saved in:
8
A nonparametric test of significant variables in gradients
Yao, Feng
;
Wang, Taining
- In:
Econometric theory
37
(
2021
)
5
,
pp. 959-1003
Persistent link: https://www.econbiz.de/10012656390
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9
Testing a parametric transformation model versus a nonparametric alternative
Szydłowski, Arkadiusz
- In:
Econometric theory
36
(
2020
)
5
,
pp. 871-906
Persistent link: https://www.econbiz.de/10012307243
Saved in:
10
Power properties of invariant tests for spatial autocorrelation in linear regression
Martellosio, Federico
- In:
Econometric theory
26
(
2010
)
1
,
pp. 152-186
Persistent link: https://www.econbiz.de/10003968540
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