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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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Specification test for conditional distribution with functional data
Ferraty, Frederic; Quintela del Río, Alejandro; Vieu, … - In: Econometric theory 28 (2012) 2, pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
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Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
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Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong; Pouzo, Demian - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
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Bootstrap inference in semiparametric generalized additive models
Härdle, Wolfgang; Huet, Sylvie; Mammen, Enno; … - In: Econometric theory 20 (2004) 2, pp. 265-300
Persistent link: https://www.econbiz.de/10001987865
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 903-948
Persistent link: https://www.econbiz.de/10002876762
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Estimation of semiparametric models when criterion function is not smooth
Chen, Xiaohong; Linton, Oliver; Keilegom, Ingrid van - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 5, pp. 1591-1608
Persistent link: https://www.econbiz.de/10001794503
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Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph - In: Econometric theory 36 (2020) 4, pp. 583-625
Persistent link: https://www.econbiz.de/10012258409
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 6, pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416