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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

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2005

Persistent link: https://www.econbiz.de/10003309048

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger (contributor); Hetzler, Benjamin (contributor) - 2006

Persistent link: https://www.econbiz.de/10003309907

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152

Persistent link: https://www.econbiz.de/10003892732

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2007

Persistent link: https://www.econbiz.de/10003410811

Testing strict monotonicity in nonparametric regression

Birke, Melanie (contributor); Dette, Holger (contributor) - 2006

A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the "trueʺ regression function is...

Persistent link: https://www.econbiz.de/10003482598