Keywords: تست مشخصات; C12; C14; C21; Distance covariance; Integrated conditional moment test; Martingale difference divergence; Martingale difference correlation; Specification test;
مقالات ISI تست مشخصات (ترجمه نشده)
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Score tests for covariate effects in conditional copulas
Keywords: تست مشخصات; 62H15; 62F05; 62G10; Conditional copula; Covariate effect; Parametric dependence structure; Rao score test; Specification test;
Keywords: تست مشخصات; C51; C52; G12; Bootstrap; High-frequency data; Jumps; Regression; Semimartingale; Specification test; Stochastic volatility;
Keywords: تست مشخصات; C51; C52; G12; High-frequency data; Occupation measure; Semimartingale; Specification test; Stochastic volatility;
Keywords: تست مشخصات; C14; C33; Random coefficient; Binary choice; Nonparametric; Panel data; Specification test;
Keywords: تست مشخصات; C12; C14; Additivity; Control variable; Endogenous variable; Monotonicity; Nonparametric nonseparable model; Hazard model; Specification test; Transformation model; Unobserved heterogeneity;
Keywords: تست مشخصات; C12; C14; C23; Common factors; Conditional strong mixing; Cross-sectional dependence; Economic growth; Interactive fixed effects; Linearity; Panel data models; Specification test;
Keywords: تست مشخصات; C3; C12; Hausman test; Specification test; Number of parameters; Instrumental variable (IV) model; Box-Cox model; Sample selection bias;
Keywords: تست مشخصات; C13; C14; C22; Specification test; Spurious regression; Varying coefficient; Kernel estimation;
Keywords: تست مشخصات; C18; C51; Robustness; Causal effect; Conditional exogeneity; Specification test; Combined estimator;
Keywords: تست مشخصات; c12; C14; C31; Nonparametric test; Specification test; Separability; Heterogeneity; Conditional exogeneity; Treatment effects;
Keywords: تست مشخصات; C14; C33; C36; Additive models; Dynamic panel data models; Fredholm integral equation; Iterative estimator; Linearity; Local polynomial regression; Specification test;
Diagnostic checking of Markov multiplicative error models
Keywords: تست مشخصات; C12; C22; Multiplicative error model; Specification test; Time series;
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Keywords: تست مشخصات; C51; C52; G12; High-frequency data; Activity index; Efficient method of moments; Semimartingale; Specification test; Spot variance; Stochastic volatility;
Specification tests based on MCMC output
Keywords: تست مشخصات; C11; C12; G12; Specification test; Point hypothesis test; Latent variable models; Markov chain Monte Carlo; Power enhancement technique; Information matrix;
Testing for monotonicity in unobservables under unconfoundedness
Keywords: تست مشخصات; C12; C14; C21; C26; Control variables; Conditional exogeneity; Endogenous variables; Monotonicity; Nonparametrics; Nonseparable; Specification test; Unobserved heterogeneity;
Sieve instrumental variable quantile regression estimation of functional coefficient models
Keywords: تست مشخصات; C12; C13; C14; C21; C23; C26; Endogeneity; Functional coefficient; Heterogeneity; Instrumental variable; Panel data; Sieve estimation; Specification test; Structural quantile function;
Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
Keywords: تست مشخصات; Blockwise empirical likelihood; Continuous updating estimator; Fixed-smoothing asymptotics; Generalized empirical likelihood; Heteroscedasticity and autocorrelation consistent; Over-identification test; Saddle point problem; Specification test;
Statistical inference for conditional quantiles in nonlinear time series models
Keywords: تست مشخصات; Conditional quantile; High-end quantile estimation; Nonlinear time series; Specification test;
Exact confidence sets and goodness-of-fit methods for stable distributions
Keywords: تست مشخصات; Stable distribution; Skewness; Asymmetry; Exact test; Monte Carlo test; Specification test; Goodness-of-fit; Tail parameter; Electricity price;
Hahn-Hausman test as a specification test
Keywords: تست مشخصات; C12; C21; Hahn-Hausman test; Sargan test; Many instruments; Overidentifying restrictions test; Specification test;
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008
Keywords: تست مشخصات; C1; C5; G0Interest rate; Multi-factor diffusion process; Specification test; Out-of-sample forecasts; Conditional distribution; Model selection
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
Keywords: تست مشخصات; Asset pricing models; Multifactor model; Mean-variance spanning; Non-normality; Multivariate linear regression; Exact test; Monte Carlo test; Bootstrap; Specification test; Diagnostics; GARCH; Variance ratio test.
Evaluating asset pricing models using the second Hansen-Jagannathan distance
Keywords: تست مشخصات; Stochastic discount factor; Specification test; Model selection; Hansen-Jagannathan distance; ArbitrageC51; C52; G12
A test of non-identifying restrictions and confidence regions for partially identified parameters
Keywords: تست مشخصات; C10; C12; C13; C14; C52; C61; Partial identification; Mass transportation; Specification test;
A specification test for the propensity score using its distribution conditional on participation
Keywords: تست مشخصات; Propensity score matching; Specification test; Nonparametric alternative;
Specification testing under moment inequalities
Keywords: تست مشخصات; Moment inequalities; Partial identification; Specification test; C12;
Testing for discrete choice models
Keywords: تست مشخصات; Discrete choice models; Specification test; Nonparametric method; Likelihood ratio test; Multinomial logit; C1; C4;
Specification testing of discrete choice models: a note on the use of a nonparametric test
Keywords: تست مشخصات; discrete choice; specification test; nonparametric; functional form;
A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
Keywords: تست مشخصات; Censored data; Median regression; Nearest-neighbor windows; Quantile; Smooth alternative; Specification test; Tobit model
Spatial correlation robust inference with errors in location or distance
Keywords: تست مشخصات; C12; C14; C15; C21; Spatial models; HAC estimation; Measurement error; Specification test; Parametric bootstrap;
Modelling security market events in continuous time: Intensity based, multivariate point process models
Keywords: تست مشخصات; C32; C51; C52; G10; Point process; Conditional intensity; Hawkes process; Specification test; Random time change; Transactions data; Market microstructure;
Estimating and testing beta pricing models: Alternative methods and their performance in simulations
Keywords: تست مشخصات; G12; C21; Cross-sectional regression; Fama-MacBeth; Specification test;
Economic development and CO2 emissions: A nonparametric panel approach
Keywords: تست مشخصات; C14; C23; O10; O40Environmental Kuznets curve; Panel data; Poolability test; Monotonicity test; Specification test
Bootstrap specification tests for diffusion processes
Keywords: تست مشخصات; C12; C22; Block bootstrap; Diffusion process; Multifactor model; Parameter estimation error; Specification test; Stochastic volatility;