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Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro; Iwasawa, Masamune; Nishiyama, Yoshihiko - In: Econometric reviews 42 (2023) 6, pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
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A simple test of completeness in a class of nonparametric specification
Hu, Yingyao; Shiu, Ji-Liang - In: Econometric reviews 41 (2022) 4, pp. 373-399
Persistent link: https://www.econbiz.de/10013364886
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Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo; Tu, Yundong - In: Econometric reviews 38 (2019) 10, pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
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Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 42 (2023) 4, pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
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Big data analytics : a new perspective
Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016
Model specification and selection are recurring themes in econometric analysis. Both topics become considerably more complicated in the case of large-dimensional data sets where the set of specification possibilities can become quite large. In the context of linear regression models, penalised...
Persistent link: https://www.econbiz.de/10011444508
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Testing the significance of categorical preditor variables in nonparametric regression models
Racine, Jeffrey; Hart, Jeffrey D.; Li, Qi - In: Econometric reviews 25 (2006) 4, pp. 523-544
Persistent link: https://www.econbiz.de/10003403264
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A consistent model specification test for a regression function based on nonparametric wavelet estimation
Stengos, Thanasēs; Sun, Yiguo - In: Econometric reviews 20 (2001) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10001582451
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A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun; Yang, Thomas Tao; Zhang, Yonghui; Zhou, … - In: Econometric reviews 43 (2024) 9, pp. 671-712
Persistent link: https://www.econbiz.de/10015050636