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Asymptotic distribution-free tests for semiparametric regressions with dependent data

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  • Escanciano, Juan Carlos
  • Pardo-Fernandez, Juan Carlos
  • Van Keilegom, Ingrid

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  • Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid, 2018. "Asymptotic distribution-free tests for semiparametric regressions with dependent data," LIDAM Reprints ISBA 2018039, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2018039
    Note: In : Annals of Statistics, vol. 46, no. 3, p. 1167-1196 (2018)
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    Cited by:

    1. Andrii Babii & Jean-Pierre Florens, 2017. "Are Unobservables Separable?," Papers 1705.01654, arXiv.org, revised Mar 2021.
    2. Perera, Indeewara & Silvapulle, Mervyn J., 2023. "Bootstrap specification tests for dynamic conditional distribution models," Journal of Econometrics, Elsevier, vol. 235(2), pages 949-971.
    3. Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021. "Specification tests for GARCH processes," Discussion Papers 21-06, University of Copenhagen. Department of Economics.
    4. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.

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