Consistent Model Specification Tests

Citations

Cited by:

1. repec:cte:wsrepe:ws035312 is not listed on IDEAS
2. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
3. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
   • Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR).
4. Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
   • Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers 13-404, Toulouse School of Economics (TSE).
5. Juan Carlos Escanciano, 2004. "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers 13/04, School of Economics and Business Administration, University of Navarra.
6. Wang, Luya, 2022. "Adaptive testing using data-driven method selecting smoothing parameters," Economics Letters, Elsevier, vol. 215(C).
7. Taoufik Bouezmarni & Abderrahim Taamouti, 2014. "Nonparametric tests for conditional independence using conditional distributions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 697-719, December.
   • Bouezmarni, Taoufik, 2012. "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics we1217, Universidad Carlos III de Madrid. Departamento de Economía.
8. Sun, Zhihua & Ye, Xue & Sun, Liuquan, 2015. "Consistent test of error-in-variables partially linear model with auxiliary variables," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 118-131.
9. Masamune Iwasawa, 2015. "A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models," Econometrics, MDPI, vol. 3(3), pages 1-31, September.
   • Masamune Iwasawa, 2015. "Joint Specification Tests For Response Probabilities In Unordered Multinomial Choice Models," KIER Working Papers 919, Kyoto University, Institute of Economic Research.
10. Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
11. Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
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12. Otsu, Taisuke & Taylor, Luke, 2021. "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, vol. 37(4), pages 747-768, August.
    • Taisuke Otsu & Luke Taylor, 2016. "Specification testing for errors-in-variables models," STICERD - Econometrics Paper Series /2015/586, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Otsu, Taisuke & Taylor, Luke, 2020. "Specification testing for errors-in-variables models," LSE Research Online Documents on Economics 102690, London School of Economics and Political Science, LSE Library.
13. Jun, Sung Jae & Pinkse, Joris, 2009. "Semiparametric tests of conditional moment restrictions under weak or partial identification," Journal of Econometrics, Elsevier, vol. 152(1), pages 3-18, September.
14. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
15. Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
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    • Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2020. "An Adaptive Test of Stochastic Monotonicity," CeMMAP working papers CWP17/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2019. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP49/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
16. Yanqin Fan & Qi Li, 2002. "A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 337-352.
17. Gozalo, Pedro L. & Linton, Oliver B., 2001. "Testing additivity in generalized nonparametric regression models with estimated parameters," Journal of Econometrics, Elsevier, vol. 104(1), pages 1-48, August.
18. repec:cte:werepe:we1211 is not listed on IDEAS
19. Li, Lingzhu & Chiu, Sung Nok & Zhu, Lixing, 2019. "Model checking for regressions: An approach bridging between local smoothing and global smoothing methods," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 64-82.
20. Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
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21. Escanciano, Juan Carlos & Jacho-Chávez, David T., 2010. "Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 625-636, March.
22. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013. "Testing functional inequalities," Journal of Econometrics, Elsevier, vol. 172(1), pages 14-32.
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23. Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011. "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 275-287, October.
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    • Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009. "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE 2009041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche 0927, CIRPEE.
24. Liu, Ran & Zhu, Lixing, 2023. "Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
25. Miles, Daniel & Mora, Juan, 2003. "On the performance of nonparametric specification tests in regression models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 477-490, March.
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26. Russell Davidson & Victoria Zinde‐Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
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    • Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
27. Efstathios Paparoditis, 2005. "Testing the Fit of a Vector Autoregressive Moving Average Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 543-568, July.
28. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.
29. Song, Kyungchul, 2010. "Testing semiparametric conditional moment restrictions using conditional martingale transforms," Journal of Econometrics, Elsevier, vol. 154(1), pages 74-84, January.
30. Krikamol Muandet & Wittawat Jitkrittum & Jonas Kubler, 2020. "Kernel Conditional Moment Test via Maximum Moment Restriction," Papers 2002.09225, arXiv.org, revised Jun 2020.
31. Ahmad, Ibrahim & Chen, Xiaohong & Li, Qi, 2001. "Model check by kernel methods under weak moment conditions," Computational Statistics & Data Analysis, Elsevier, vol. 36(3), pages 403-409, May.
32. Hsu, Shih-Hsun & Kuan, Chung-Ming, 2014. "Constructing smooth tests without estimating the eigenpairs of the limiting process," Journal of Econometrics, Elsevier, vol. 178(P1), pages 71-79.
33. Christos Kollias & Suzanna-Maria Paleologou, 2015. "Defence And Non-Defence Spending In The Usa: Stimuli To Economic Growth? Comparative Findings From A Semiparametric Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 67(4), pages 359-370, October.
34. Suzanna-Maria Paleologou, 2016. "The long-run tendency of government expenditure: a semi-parametric modelling approach," Empirical Economics, Springer, vol. 50(3), pages 753-776, May.
35. Jean-David Fermanian, 2003. "Goodness of Fit Tests for Copulas," Working Papers 2003-34, Center for Research in Economics and Statistics.
36. Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
37. Anne Leucht & Michael Neumann, 2013. "Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(2), pages 349-386, April.
38. Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018. "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers 986, Kyoto University, Institute of Economic Research.
39. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
40. Su, Liangjun & Zheng, Xin, 2017. "A martingale-difference-divergence-based test for specification," Economics Letters, Elsevier, vol. 156(C), pages 162-167.
41. Porter, Jack & Yu, Ping, 2015. "Regression discontinuity designs with unknown discontinuity points: Testing and estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 132-147.
42. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
43. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
44. Escanciano, J. Carlos & Velasco, Carlos, 2006. "Generalized spectral tests for the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 134(1), pages 151-185, September.
45. Guo, Xu & Li, Gao Rong & Wong, Wing Keung, 2014. "Specification Testing of Production Frontier Function in Stochastic Frontier Model," MPRA Paper 57999, University Library of Munich, Germany.
46. Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
47. Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.