Testing linear regression models using non-parametric regression estimators when errors are non-independent
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- Kozek, Andrzej S., 1991. "A nonparametric test of fit of a parametric model," Journal of Multivariate Analysis, Elsevier, vol. 37(1), pages 66-75, April.
- Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
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- Bücher, Axel & Dette, Holger & Wieczorek, Gabriele, 2011. "Testing model assumptions in functional regression models," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1472-1488, November.
- Fernandez, J. M. Vilar & Manteiga, W. Gonzalez, 2000. "Resampling for checking linear regression models via non-parametric regression estimation," Computational Statistics & Data Analysis, Elsevier, vol. 35(2), pages 211-231, December.
- Wenceslao González-Manteiga & Rosa Crujeiras, 2013. "An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 361-411, September.
- Mario Francisco-Fernandez & Juan Vilar-Fernandez, 2004. "Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA," Statistical Inference for Stochastic Processes, Springer, vol. 7(1), pages 69-93, March.
- Biedermann, Stefanie & Dette, Holger, 2000. "Testing linearity of regression models with dependent errors by kernel based methods," Technical Reports 2000,40, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Andrea Meilán-Vila & Jean D. Opsomer & Mario Francisco-Fernández & Rosa M. Crujeiras, 2020. "A goodness-of-fit test for regression models with spatially correlated errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 728-749, September.
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