the exact test of Fieller (1954) for a ratio of regression coefficients, or as an LM test in the spirit of Breusch and … Pagan (1980)., We show that this test has nearly correct size in non-linear regression, ARMA, GARCH, and Unobserved …

In this note we consider several goodness-of-fit tests for model specification in non- parametric regression models … asymptotically optimal bandwidth for the estimation of the regression function. We prove weak convergence of these processes to …

We describe how to test the null hypothesis that errors from two parametrically specified regression models have the …

In the common nonparametric regression model the problem of testing for the parametric form of the conditional variance …

Imagine we have two different samples and are interested in doing semi- or nonparametric regression analysis in each of … covariate has different impacts on the regression curve in these two samples. So we compare regression curves of different … samples but being interested in specific differences instead of testing for equality of the whole regression function. Our …

For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test …

In the classical linear regression model the problem of testing for symmetry of the error distribution is considered …

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local …