1. Tauchen, George, 1985. "Diagnostic testing and evaluation of maximum likelihood models," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 415-443. [Downloadable!] (restricted)
2. repec:cup:etheor:v:8:y:1992:i:4:p:452-75 is not listed on IDEAS
3. Thomas M. Stoker & Diego Rodríguez, 1993. "A Regression Test of Semiparametric Index Model Specification," Economics Working Papers 48, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
4. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-58, November. [Downloadable!] (restricted)
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   • Bierens, H.J., 1989. "A consistent conditional moment test of functional form," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
5. Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
   Other versions:
   • Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
6. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-93, May. [Downloadable!] (restricted)
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   • Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 378, Queen's University, Department of Economics.
7. Gozalo, Pedro L., 1993. "A Consistent Model Specification Test for Nonparametric Estimation of Regression Function Models," Econometric Theory, Cambridge University Press, vol. 9(03), pages 451-477, June. [Downloadable!]
8. Alan Duncan & Andrew Jones, 1994. "On the specification of labour supply models: a non-parametric evaluation," IFS Working Papers W94/03, Institute for Fiscal Studies.
9. Hong, Yongmiao & White, Halbert, 1995. "Consistent Specification Testing via Nonparametric Series Regression," Econometrica, Econometric Society, vol. 63(5), pages 1133-59, September. [Downloadable!] (restricted)
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   • Yongmiao Hong & Halbert White, 1994. "Consistent Specification Testing via Nonparametric Series Regression," University of California at San Diego, Economics Working Paper Series 91-39r, Department of Economics, UC San Diego.
10. Hausman, Jerry A & Newey, Whitney K, 1995. "Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss," Econometrica, Econometric Society, vol. 63(6), pages 1445-76, November. [Downloadable!] (restricted)
11. Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-71, November. [Downloadable!] (restricted)
12. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
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    • Bierens, H. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
13. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December. [Downloadable!] (restricted)
14. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September. [Downloadable!] (restricted)
15. Fan, Yanqin & Li, Qi, 1996. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms," Econometrica, Econometric Society, vol. 64(4), pages 865-90, July. [Downloadable!] (restricted)
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17. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October. [Downloadable!] (restricted)

Cited by:
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1. Zapata, Hector O. & Sulgham, Anil K., 2006. "A Semiparametric Approach to Estimate Engel curves using the US Micro Data," 2006 Annual meeting, July 23-26, Long Beach, CA 21092, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
2. Judith A. Chevalier & Glenn D. Ellison, 1995. "Risk Taking by Mutual Funds as a Response to Incentives," NBER Working Papers 5234, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Chevalier, J. & Ellison, G., 1996. "Risk Taking by Mutual Funds as a Response to Incentives," Working papers 96-3, Massachusetts Institute of Technology (MIT), Department of Economics.
   • Chevalier, Judith & Ellison, Glenn, 1997. "Risk Taking by Mutual Funds as a Response to Incentives," Journal of Political Economy, University of Chicago Press, vol. 105(6), pages 1167-1200, December.
3. Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994. "Goodness-of-fit tests for regression using kernel methods," Working papers 3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
4. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA. [Downloadable!]
5. Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
6. Juan Mora & Daniel Miles, 2002. "On The Performance Of Nonparametric Specification Tests In Regression Models," Working Papers. Serie AD 2002-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
   Other versions:
   • Miles, Daniel & Mora, Juan, 2003. "On the performance of nonparametric specification tests in regression models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 477-490, March. [Downloadable!] (restricted)
7. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series 0504, Economics, The University of Manchester. [Downloadable!]
8. Glenn Ellison & Sara Fisher Ellison, 2007. "Strategic Entry Deterrence and the Behavior of Pharmaceutical Incumbents Prior to Patent Expiration," NBER Working Papers 13069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Lawrence Dacuycuy, 2005. "A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models," Economics Bulletin, Economics Bulletin, vol. 3(21), pages 1-6. [Downloadable!]
10. Andrea Vaona & Guido Ascari, 2007. "Regional Inflation Persistence: Evidence from Italy," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0807, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
11. Lawrence Dacuycuy, 2006. "Explaining male wage inequality in the Philippines: non-parametric and semiparametric approaches," Applied Economics, Taylor and Francis Journals, vol. 38(21), pages 2497-2511, December. [Downloadable!] (restricted)
12. Helene Couprie & Eugenio Peluso & Alain Trannoy, 2007. "From Household to Individual Welfare Comparisons: A Double Concavity Test," IDEP Working Papers 0701, Institut d'economie publique (IDEP), Marseille, France, revised 01 2007. [Downloadable!]
13. Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," The School of Economics Discussion Paper Series 0912, Economics, The University of Manchester. [Downloadable!]
14. Lawrence Dacuycuy, 2006. "On the finite sampling properties of the Zheng test for omitted and irrelevant variable problems," Applied Economics Letters, Taylor and Francis Journals, vol. 13(11), pages 681-684, September. [Downloadable!] (restricted)