Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative (1995)


Download Links

by Maxwell B. Stinchcombe , Halbert White
Citations:55 - 10 self

Active Bibliography

Consistent Testing of Functional Form in Time Series Models ∗ – James Davidson, Andreea G. Halunga - 2013
2 2005): \Consistent Tests of Conditional Moment Restrictions." Forthcoming in Annales d'Economie et de Statistique – Miguel A. Delgado, Manuel A. Domínguez, Pascal Lavergne
Nonlinearity in Regression Models – Studies In Nonlinear Dynamics, Tae-hwy Lee
Integrated Conditional Moment Tests for Parametric Conditional Distributions ∗ – Herman J. Bierens A, Li Wang B - 2011
4 Parametric and Nonparametric Estimation of Covariate-Conditioned Average Effects – Halbert White, Karim Chalak - 2005
Consistent Model Specification Tests Against Smooth Transition Alternatives ∗ – Jonathan B. Hill - 2005
1 M-Testing Using Finite and Infinite Dimensional Parameter Estimators – Halbert White, Halbert White, Yongmiao Hong, Yongmiao Hong - 1999
4 Neural network test and nonparametric kernel test for neglected nonlinearity in regression models – Tae-hwy Lee - 2000
m-Testing of Model Specification in Many Groups – Shinichi Sakata - 2008
2 Evaluating models of autoregressive conditional duration – Mika Meitz, Timo Teräsvirta - 2004
2. Specification Testing and Model Evaluation In-Sample – Valentina Corradi, Norman R. Swanson, Probability Integral Transform - 2005
Nonparametric Specification Analysis of Dynamic Parametric Models – Marc Henry , Olivier Scaillet
Yongmiao Hong thanks financial support from the Cheung Kong Scholarship by the Chinese Ministry of Education – Yongmiao Hong, Yoon-jin Lee - 2006
TESTING LINEARITY USING POWER TRANSFORMS OF REGRESSORS By – Yae In Baek, Jin Seo Cho, Peter C. B. Phillips, Jin Seo Cho, Peter C. B. Phillips - 2013
1 An Investigation of Neural Networks in Thyroid Function Diagnosis – Guoqiang (Peter) Zhang, Victor L. Berardi - 1998
Comments Welcome – Bruce E. Hansen - 2000
2 A Theoretical Framework for Local Adaptive Networks in Static and Dynamic Systems – Scott Eric Weaver, Committee Chair, Dr. Marios, M. Polycarpou - 1999
2 An Alternative Asymptotic Analysis of Residual-Based Statistics – Elena Andreou, Bas J. M. Werker - 2004