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A model-free consistent test for structural change in regression possibly with endogeneity

Fu, Zhonghao; Hong, Yongmiao - In: Journal of econometrics 211 (2019) 1, pp. 206-242

Persistent link: https://www.econbiz.de/10012303616

Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment

Henderson, Daniel J.; Maasoumi, Esfandiar - In: The Oxford handbook of applied nonparametric and …. 2014

Persistent link: https://www.econbiz.de/10012881213

Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment

Henderson, Daniel J. - 2012

This paper offers some new directions in the analysis of nonparamertric models with exogenous treatment assignment. The nonparametric approach opens the door to the examination of potentially different distributed outcomes. When combined with cross-validation, it also identifies potentially...

Persistent link: https://www.econbiz.de/10013099687

Nonparametric specification tests for stochastic volatility models based on volatility density

Zu, Yang - In: Journal of econometrics 187 (2015) 1, pp. 323-344

Persistent link: https://www.econbiz.de/10011499459

Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics

Bardet, Jean-Marc; Dola, Béchir - In: Journal of time series econometrics 8 (2016) 2, pp. 115-153

Persistent link: https://www.econbiz.de/10011582764

Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes

Matilla-García, Mariano; Ruiz Marín, Manuel; Dore, … - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 181-193

Persistent link: https://www.econbiz.de/10010340239

High-frequency jump tests : which test should we use?

Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - 2020 - (Revised working paper 17/18)

Persistent link: https://www.econbiz.de/10012606872

High-frequency jump tests : which test should we use?

Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487

Persistent link: https://www.econbiz.de/10012483405

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

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