TOC: J Econometrics
Introduction
Journal of Econometrics, 143(1)
 : : : TOC
: : journals |
Relevant ARCategory: |
Specification testing
–Miguel A. Delgado [] []
On distribution-free goodness-of-fit testing of exponentiality
–John Haywood and Estate Khmaladze [] []
Testing multivariate distributions in GARCH models
–Jushan Bai and Zhihong Chen [] []
Distribution-free specification tests of conditional models
–Miguel A. Delgado and Winfried Stute [] []
Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
–Holger Dette and Mark Podolskij [] []
Joint and marginal specification tests for conditional mean and variance models
–J. Carlos Escanciano [] []
Specification tests in nonparametric regression
–John H.J. Einmahl and Ingrid Van Keilegom [] []
Breaking the curse of dimensionality in nonparametric testing
–Pascal Lavergne and Valentin Patilea [] []
Nonparametric simultaneous testing for structural breaks
–Jiti Gao, Irène Gijbels and Sébastien Van Bellegem [] []
Specification testing for regression models with dependent data?
–J. Hidalgo [] []
Goodness-of-fit tests for conditional models under censoring and truncation
–Ricardo Cao and Wenceslao González-Manteiga [] []
On specification testing of ordered discrete choice models
–Juan Mora and Ana I. Moro-Egido [] []
Diagnostic testing for cointegration
–P.M. Robinson [] []