Research graph
References from Consistent model specification tests for time series econometric models. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
External reference
10.2307/2171880
10.2307/2171880 · External reference
Consistent model specification tests
10.1016/0304-4076(82)90105-1 · 1982 · External reference
A consistent conditional moment test of functional form
10.2307/2938323 · 1990 · External reference
10.2307/2171881
10.2307/2171881 · External reference
Generalized autoregressive conditional heteroskedasticity
10.1016/0304-4076(86)90063-1 · 1986 · External reference
Unresolved reference
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Unresolved reference
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A cross-sectional test of an investment-based asset pricing model
10.1086/262034 · 1996 · External reference
A central limit theorem for generalized quadratic forms
10.1007/bf00354037 · 1987 · External reference
Semiparametric testing of non-nested econometric models
1994 · External reference
10.1007/bf00534953
10.1007/bf00534953 · External reference
Autoregressive conditional heteroskedasticity with estimates of the variance of united kingdom inflation
10.2307/1912773 · 1982 · External reference
Semiparametric estimation of the relation between weather and electricity sales
10.2307/2289218 · 1986 · External reference
Testing goodness-of-fit in regression via order selection criteria
10.1214/aos/1176348775 · 1992 · External reference
Testing the goodness of fit of a linear model via nonparametric regression techniques
10.2307/2289774 · 1990 · External reference
Unresolved reference
External reference
10.2307/2171848
10.2307/2171848 · External reference
Unresolved reference
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Unresolved reference
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Testing asset pricing models with changing expectations and an unobservable market portfolio
10.1016/0304-405x(85)90015-7 · 1985 · External reference
A test of the efficiency of a given portfolio
10.2307/1913625 · 1989 · External reference
Likelihood ratio test, Wald test, and Kuhn–Tucker test in linear models with inequality constraints on the regression parameters
10.2307/1912529 · 1982 · External reference
A consistent model specification test for nonparametric estimation of regression function models
10.1017/s0266466600007763 · 1993 · External reference
Central limit theorem for integrated square error of multivariate nonparametric density estimators
10.1016/0047-259x(84)90044-7 · 1984 · External reference
Inference when a nuisance parameter is not identified under the null hypothesis
10.2307/2171789 · 1996 · External reference
Comparing nonparametric versus parametric regression fits
10.1214/aos/1176349403 · 1993 · External reference
Consistent specification testing via nonparametric series regression
10.2307/2171724 · 1995 · External reference
Testing a parametric model against a semiparametric alternative
10.1017/s0266466600008872 · 1994 · External reference
Unresolved reference
External reference
10.2307/2171929
10.2307/2171929 · External reference
Unresolved reference
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Unresolved reference
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Consistent nonparametric testing with an application to testing Slusky symmetry
10.1016/0304-4076(94)01637-f · 1995 · External reference
Unresolved reference
External reference
10.1016/s0304-4076(98)00011-6 · Admitted local publication
Unresolved reference
External reference
Maximum likelihood specification testing and conditional moment tests
10.2307/1911011 · 1985 · External reference
The stationary bootstrap
10.2307/2290993 · 1994 · External reference
Semiparametric estimation of index coefficients
10.2307/1913713 · 1989 · External reference
Root-N-consistent semiparametric regression
10.2307/1912705 · 1988 · External reference
Hypothesis testing in semiparametric and nonparametric models for econometric time series
10.2307/2297498 · 1989 · External reference
Consistent nonparametric entropy-based testing
10.2307/2298005 · 1991 · External reference
10.1080/01621459.1989.10478805
10.1080/01621459.1989.10478805 · External reference
Diagnostic testing and evaluation of maximum likelihood models
10.1016/0304-4076(85)90149-6 · 1985 · External reference
Specification analysis of econometric models
1985 · External reference
Tests of specification for parametric and semiparametric models
10.1016/0304-4076(93)90068-g · 1993 · External reference
A test for functional form against nonparametric alternatives
10.1017/s0266466600013165 · 1992 · External reference
Nonparametric regression tests based on least squares
10.1017/s0266466600013153 · 1992 · External reference
Unresolved reference
External reference
A consistent test of functional form via nonparametric estimation technique
10.1016/0304-4076(95)01760-7 · 1996 · External reference
10.1017/s0266466698141063
10.1017/s0266466698141063 · External reference
Unresolved reference
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