Misspecification test methods in econometrics
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Testing predictive regression models with nonstationary regressors
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Testing overidentifying restrictions with many instruments and heteroskedasticity
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A unified approach to validating univariate and multivariate conditional distribution models in time series
–Bin Chen, Yongmiao Hong [Publisher] [Google Scholar]

Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV
–Yanqin Fan, Sang Soo Park [Publisher] [Google Scholar]

Testing cointegration relationship in a semiparametric varying coefficient model
–Jingping Gu, Zhongwen Liang [Publisher] [Google Scholar]

Constructing smooth tests without estimating the eigenpairs of the limiting process
–Shih-Hsun Hsu, Chung-Ming Kuan [Publisher] [Google Scholar]

Model specification test with correlated but not cointegrated variables
–Li Gan, Cheng Hsiao, Shu Xu [Publisher] [Google Scholar]

Neglected heterogeneity in moment condition models
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Estimating and testing a quantile regression model with interactive effects
–Matthew Harding, Carlos Lamarche [Publisher] [Google Scholar]

Estimating a semi-parametric duration model without specifying heterogeneity
–Jerry A. Hausman, Tiemen Woutersen [Publisher] [Google Scholar]

An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
–Jae-Young Kim [Publisher] [Google Scholar]

Testing a linear dynamic panel data model against nonlinear alternatives
–Yoon-Jin Lee [Publisher] [Google Scholar]

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
–Zhongjian Lin, Qi Li, Yiguo Sun [Publisher] [Google Scholar]

Volatility activity: Specification and estimation
–Viktor Todorov, George Tauchen, Iaryna Grynkiv [Publisher] [Google Scholar]

Robustness checks and robustness tests in applied economics
–Xun Lu, Halbert White [Publisher] [Google Scholar]

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