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A data-driven nonparametric specification test for dynamic regression models
Guay, Alain; Guerre, Emmanuel - In: Econometric theory 22 (2006) 4, pp. 543-586
Persistent link: https://www.econbiz.de/10003351859
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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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A flexible nonparametric test for conditional independence
Huang, Meng; Sun, Yixiao; White, Halbert - In: Econometric theory 32 (2016) 6, pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
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Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia; Hong, Yongmiao - In: Econometric theory 34 (2018) 4, pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
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A generalization of the Burridge-Guerre nonparametric root test
García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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Specification test for missing functional data
Bugni, Federico A. - In: Econometric theory 28 (2012) 5, pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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Specification testing when the null is nonparametric or semiparametric
Rodríguez Poo, Juan Manuel; Sperlich, Stefan; Vieu, … - In: Econometric theory 31 (2015) 6, pp. 1281-1309
Persistent link: https://www.econbiz.de/10011545543
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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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A smooth nonparametric conditional density test for categorical responses
Li, Cong; Racine, Jeffrey - In: Econometric theory 29 (2013) 3, pp. 629-641
Persistent link: https://www.econbiz.de/10009778500
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Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A. - In: Econometric theory 36 (2020) 4, pp. 559-582
Persistent link: https://www.econbiz.de/10012258405