This document has not been cited yet.

1. [1] Baek, E., and Brock, W. (1992), “A general test for nonlinear Granger causality: Bivariate model,” Working paper, Iowa State University and University of Wisconsin, Madison.
   Paper not yet in RePEc: Add citation now
   

2. [10] Bierens, H.J., and Ploberger, W. (1997). “Asymptotic theory of integrated conditional moment tests,” Econometrica, pp.1129-1151.

3. [11] Bodie, Z. (1976), “Common stocks as a hedge against inflation,” Journal of Finance, vol. 31, pp. 459-470.

4. [12] Bouezmarni, T. and Taamouti, A. (2014), “Nonparametric tests for conditional independence using conditional distribution,” Journal of Nonparametric Statistics, vol. 26, pp. 697-719.

5. [13] Bouezmarni, T., Rombouts, J. and Taamouti, A. (2012). “A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality,” Journal of Business & Economic Statistics, Volume 30, No. 2, pages 275-287.

6. [14] Boyd, J.H., Hu, J. and Jagannathan, R. (2005), “The stock market’s reaction to unemployment news: Why bad news is usually good for stocks,”The Journal of Finance, vol. LX (2), pp. 649-672.

7. [15] Buchinsky, M. (1995), “Estimating the asymptotic covariance matrix for quantile regression models: A Monte Carlo study,” Journal of Econometrics, vol. 68, pp. 303-38.

8. [16] Chan, L.K.C., Karceski, J. and Lakonishok, J. (1998). “The risk and return from factors,” Journal of Financial and Quantitative Analysis, vol. 33, pp. 159-188.

9. [17] Chen, N.F., Roll, R. and Ross, S. (1986), “Economic forces and the stock market,” Journal of Business, vol. 59, pp. 383-403.

10. [18] Craine, R. and Martin, V. (2003), “Monetary policy shocks and security market responses,” University of California at Berkeley, Working Paper.
    Paper not yet in RePEc: Add citation now
    

11. [19] Deschamps, P.J. (2008), “Comparing smooth transition and Markov switching autoregressive models of US unemployment,” Journal of Applied Econometrics, vol. 23, pp. 435-462.

12. [2] Bansal, R., Hsieh, D.A., and Viswanathan, S. (1993), “A new approach to international arbitrage pricing,” Journal of Finance vol. 48, pp. 1719-1747.

13. [21] van Dijk, D., Teräsvirta, T. and Franses, P.H. (2002), “Smooth transition autoregressive models- A survey of recent developments,” Econometric Reviews, vol. 21 , pp. 1-47.

14. [22] Efron, B. (1979), “Bootstrap methods: Another look at the jackknife,” Annals of Statistics vol. 7, pp. l-26.
    Paper not yet in RePEc: Add citation now
    
15. [23] Efron, B. (1982), “The jackknife, the bootstrap and other resampling plans,” Society for Industrial and Applied Mathematics, Philadelphia, PA.
    Paper not yet in RePEc: Add citation now
    

16. [24] Fama, E.F. (1981), “Stock returns, real activity, inflation, and money,” American Economic Review, vol. 71, pp. 545-565.

17. [25] Flannery, M.J and Protopapadakis, A.A. (2002), “Macroeconomic factors do influence aggregate stock returns,” The Review of Financial Studies, vol. 15, pp. 751-782.

18. [26] Geske, R. and Roll, R. (1983), “The fiscal and monetary linkage between stock returns and inflation,” Journal of Finance, vol. 38, pp. 1-34.

19. [27] Harvey, C. and Siddique, A. (2000), “Conditional skewness in asset pricing tests,” The Journal of Finance, vol. 55, pp. 1263-1295.

20. [28] He, X. and Hu, F. (2002), “Markov chain marginal bootstrap,” Journal of the American Statistical Association, vol 97, pp. 783-795.

21. [29] Hiemstra, C. and Jones, J. (1994), “Testing for linear and nonlinear Granger causality in the stock price-volume relation,” Journal of Finance, vol. 49, pp. 1639-1664.

22. [3] Barro, R.J. (1977), “Unanticipated money growth and unemployment in the United States,” American Economic Review, vol. 67, pp. 101-15.

23. [30] Kocherginsky, M., He, X. and Mu, Y. (2005), “Practical confidence intervals for regression quantiles,” Journal of Computational and Graphical Statistics, vol. 14, pp. 41-55.
    Paper not yet in RePEc: Add citation now
    

24. [31] Koenker, R. and Bassett, G. (1978), “Regression quantiles,” Econometrica, vol. 46, pp. 33-50.

25. [32] Koenker, R. and D’Orey, V. (1987), “Algorithm AS 229: Computing regression quantiles,” Applied Statistics, vol. 36, pp. 383-393.
    Paper not yet in RePEc: Add citation now
    

26. [33] Koenker, R., and Hallock, K.F. (2001), “Quantile regression,” Journal of Economic Perspectives, vol. 15, pp. 143-156.

27. [34] Koenker, R. (2005), Quantile regression. New York: Cambridge University Press.

28. [35] Linton, O., and Perron, B. (2003), “The shape of the risk premium: Evidence from a semiparametric GARCH model,” Journal of Business and Economic Statistics, vol. 21, pp. 354-367.
    Paper not yet in RePEc: Add citation now
    

29. [36] Makin, J.H. (1982), “Anticipated money, inflation uncertainty and real economic activity,” The Review of Economics and Statistics, vol. 64, pp. 126-134.

30. [37] Nadaraya, E. A. (1964), “On estimating regression,” Theory of Probability and its Applications, vol. 9, pp. 141-142.
    Paper not yet in RePEc: Add citation now
    

31. [38] Nishiyama, Y., Hitomi, K., Kawasaki, Y., and Jeong, K. (2011). “A consistent nonparametric test for nonlinear causality-Specification in time series regression,” Journal of Econometrics, 165, pp. 112-127.

32. [39] Paparoditis, E., and Politis, D. (2000), “The local bootstrap for kernel estimators under general dependence conditions,” Annals of the Institute of Statistical Mathematics, vol. 52, pp. 139-159.

33. [4] Barro, R.J. (1978), “Unanticipated money, output and the price level in the United States,” Journal of Political Economy, vol 86, pp. 549-80.

34. [40] Pearce, D.K. and Roley, V.V. (1983), “The reaction of stock prices to unanticipated changes in money: A note,” Journal of Finance, vol. 38, pp. 1323-1333.

35. [41] Portnoy, S., and Koenker, R. (1997), “The Gaussian Hare and the Laplacian Tortoise: Computability of squared-error versus absolute-error estimators,” Statistical Science, vol. 12, pp. 279-300.
    Paper not yet in RePEc: Add citation now
    

36. [42] Rigobon, R. and Sack, B. (2002). “The Impact of monetary policy on asset prices,” NBER Working Paper No. 8794.

37. [43] Sheffrin, S.M. (1979), “Unanticipated money growth and output fluctuations,” Economic Inquiry, vol. 17, pp. 1-13.
    Paper not yet in RePEc: Add citation now
    
38. [44] Watson, G. (1964), “Smooth regression analysis,” Sankhya, vol. 26, pp. 359-372.
    Paper not yet in RePEc: Add citation now
    

39. [5] Barro, R. and Rush, M. (1980), “Unanticipated money and economic activity,” in Rational Expectations and Economic Policy. Ed. Stanley Fischer. Chicago: U. of Chicago Press for NBER, pp. 23-48, 72-73.

40. [6] Barrodale, I. and Roberts, F.D.K. (1974), “Solution of an overdetermined system of equations in the norm,” Communications of the ACM, vol. 17, pp. 319-320.
    Paper not yet in RePEc: Add citation now
    

41. [7] Bernanke, B. and Blinder, A. (1992) “The Federal funds rate and the channels of monetary transmission, ” American Economic Review, vol. 82, pp. 901-21.

42. [8] Bernanke, B.S., and Kuttner, K. (2005), “What explains the stock market’s reaction to Federal Reserve policy?” The Journal of Finance, vol. LX (3), pp. 1221-1257.

43. [9] Bierens, H.J. (2004). Introduction to the mathematical and statistical foundations of econometrics. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    

1. Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics. (2013). Neumann, Michael ; Leucht, Anne.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:65:y:2013:i:2:p:349-386.

   Full description at Econpapers || Download paper

2. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2011). Swanson, Norman ; Armah, Nii Ayi.
   In: Departmental Working Papers.
   RePEc:rut:rutres:201103.

   Full description at Econpapers || Download paper

3. One for all and all for one: regression checks with many regressors. (2011). Lavergne, Pascal ; Patilea, Valentin.
   In: MPRA Paper.
   RePEc:pra:mprapa:35779.

   Full description at Econpapers || Download paper

4. Inference Based on Conditional Moment Inequalities. (2011). shi, xiaoxia ; Andrews, Donald ; Donald W. K. Andrews, .
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1761r.

   Full description at Econpapers || Download paper

5. Tests of hypotheses arising in the correlated random coefficient model. (2010). Heckman, James ; Schmierer, Daniel .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:27:y:2010:i:6:p:1355-1367.

   Full description at Econpapers || Download paper

6. Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. (2010). Jacho-Chávez, David ; Escanciano, Juan Carlos ; Jacho-Chavez, David T..
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:54:y:2010:i:3:p:625-636.

   Full description at Econpapers || Download paper

7. Testing the Correlated Random Coefficient Model. (2009). URZUA, SERGIO ; Heckman, James ; Schmierer, Daniel A..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:15463.

   Full description at Econpapers || Download paper

8. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
   In: Cahiers de recherche.
   RePEc:lvl:lacicr:0927.

   Full description at Econpapers || Download paper

9. Testing the Correlated Random Coefficient Model. (2009). URZUA, SERGIO ; Heckman, James ; Schmierer, Daniel .
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp4525.

   Full description at Econpapers || Download paper

10. Misspecified Markov Switching Model. (2009). Shin, Youngki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c10012.

    Full description at Econpapers || Download paper

11. A nonparametric copula based test for conditional independence with applications to granger causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we093419.

    Full description at Econpapers || Download paper

12. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-28.

    Full description at Econpapers || Download paper

13. Specification Tests of Parametric Dynamic Conditional Quantiles. (2008). .
    In: CAEPR Working Papers.
    RePEc:inu:caeprp:2008-021.

    Full description at Econpapers || Download paper

14. Information in the revision process of real-time datasets. (2008). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Corradi, Valentina ; Fernandez, Andres.
    In: Working Papers.
    RePEc:fip:fedpwp:08-27.

    Full description at Econpapers || Download paper

15. Testing Conditional Independence via Rosenblatt Transforms. (2007). Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-026.

    Full description at Econpapers || Download paper

16. Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects. (2007). Escanciano, Juan Carlos ; Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:07-005.

    Full description at Econpapers || Download paper

17. Semi-nonparametric competing risks analysis of recidivism. (2007). Carvalho, Jose ; Bierens, Herman.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:971-993.

    Full description at Econpapers || Download paper

18. Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative. (2007). Lee, Sokbae (Simon) ; Horowitz, Joel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:02/07.

    Full description at Econpapers || Download paper

19. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200618.

    Full description at Econpapers || Download paper

20. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

21. Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?. (2006). McErlean, Seamus ; Kostov, Philip ; Patton, Myles ; Moss, Joan.
    In: MPRA Paper.
    RePEc:pra:mprapa:3370.

    Full description at Econpapers || Download paper

22. Testing the martingale difference hypothesis using integrated regression functions. (2006). Velasco, Carlos ; Escanciano, Juan Carlos.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:4:p:2278-2294.

    Full description at Econpapers || Download paper

23. A Consistent Diagnostic Test for Regression Models Using Projections. (2005). Escanciano, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0905.

    Full description at Econpapers || Download paper

24. Heterogeneity In Economic Freedom: Free Clusters Or Free Countries. (2005). ALVAREZ ARCE, JOSE LUIS ; Vega-Gordillo, Manuel ; lvarez-Arce, Jose Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0805.

    Full description at Econpapers || Download paper

25. On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions. (2005). Escanciano, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0705.

    Full description at Econpapers || Download paper

26. A model selection method for S-estimation. (2005). Sakata, Shinichi ; Preminger, Arie.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2005073.

    Full description at Econpapers || Download paper

27. Does Gibrats Law Hold Amongst Dairy Farmers in Northern Ireland?. (2005). McErlean, Seamus ; Kostov, Philip ; Patton, Myles ; Moss, Joan.
    In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
    RePEc:ags:eaae05:24775.

    Full description at Econpapers || Download paper

28. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0402004.

    Full description at Econpapers || Download paper

29. Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1304.

    Full description at Econpapers || Download paper

30. A nonparametric test of exogeneity. (2004). Blundell, Richard ; Horowitz, Joel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/04.

    Full description at Econpapers || Download paper

31. Testing a parametric model against a nonparametric alternative with identification through instrumental variables. (2004). Horowitz, Joel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:14/04.

    Full description at Econpapers || Download paper

32. Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives. (2004). Hill, Jonathan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:42.

    Full description at Econpapers || Download paper

33. A Test of the Martingale Hypothesis. (2004). Whang, Yoon-Jae ; Park, Joon.
    In: Working Papers.
    RePEc:ecl:riceco:2004-11.

    Full description at Econpapers || Download paper

34. On the performance of nonparametric specification tests in regression models. (2003). Mora, Juan ; Miles, Daniel.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:42:y:2003:i:3:p:477-490.

    Full description at Econpapers || Download paper

35. Sheepskin effects and screening in Colombia. (2003). Mora Rodriguez, Jhon.
    In: Colombian Economic Journal.
    RePEc:col:000096:003496.

    Full description at Econpapers || Download paper

36. A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS. (2002). Li, Qi ; Fan, Yanqin.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:3:p:337-352.

    Full description at Econpapers || Download paper

37. ON THE PERFORMANCE OF NONPARAMETRIC SPECIFICATION TESTS IN REGRESSION MODELS. (2002). Miles, Daniel ; Mora, Juan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2002-13.

    Full description at Econpapers || Download paper

38. Rate-optimal data-driven specification testing in regression models. (2001). Lavergne, Pascal ; Guerre, Emmanuel.
    In: Econometrics.
    RePEc:wpa:wuwpem:0107001.

    Full description at Econpapers || Download paper

39. Model check by kernel methods under weak moment conditions. (2001). Li, Qi ; Chen, Xiaohong ; Ahmad, Ibrahim.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:36:y:2001:i:3:p:403-409.

    Full description at Econpapers || Download paper

40. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-54.

    Full description at Econpapers || Download paper

41. An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models. (2000). Spokoiny, Vladimir G..
    In: Working Papers.
    RePEc:uia:iowaec:00-04.

    Full description at Econpapers || Download paper

42. A Consistent Test for the Martingale Difference Assumption. (2000). Lobato, Ignacio.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0278.

    Full description at Econpapers || Download paper

43. An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative. (1999). Spokoiny, Vladimir G..
    In: Working Papers.
    RePEc:uia:iowaec:99-02.

    Full description at Econpapers || Download paper

44. Nonparametric tests for model selection with time series data. (1999). Hidalgo, Javier.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:8:y:1999:i:2:p:365-398.

    Full description at Econpapers || Download paper

45. A Simple Framework for Nonparametric Specification Testing. (1998). Ellison, Glenn.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0234.

    Full description at Econpapers || Download paper

46. Some Higher Order Theory for a Consistent Nonparametric Model Specification Test. (1997). LINTON, OLIVER ; Fan, Yanqin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1148.

    Full description at Econpapers || Download paper

47. Conditional Independence Restrictions: Testing and Estimation. (1996). LINTON, OLIVER ; Gozalo, Pedro.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1140.

    Full description at Econpapers || Download paper

48. Testing Additivity in Generalized Nonparametric Regression Models. (1995). LINTON, OLIVER ; Gozalo, Pedro.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1106.

    Full description at Econpapers || Download paper

49. Goodness-of-fit tests for regression using kernel methods. (1994). Ait-Sahalia, Yacine ; Stoker, Thomas M. ; Bickel, Peter J..
    In: Working papers.
    RePEc:mit:sloanp:2670.

    Full description at Econpapers || Download paper

50. Testing for Serial Correlation Against an ARMA(1,1) Process. (1994). Ploberger, Werner ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1077.

    Full description at Econpapers || Download paper

Report date: 2025-09-07 07:23:05 || Missing content? Let us know