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Nonparametric Bootstrap Tests for Independence of Generalized Errors

2 of 45 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/2284333

does not resolve to a known work10.2307/2335207

The 43 checked references that resolve

resolves10.1162/003465303322369704

Testing Parametric Conditional Distributions of Dynamic Models

resolves10.1214/aos/1028144859

Bahadur representation of $M\sb m$ estimates

resolves10.2307/1912253

The Identification Problem in Systems Nonlinear in the Variables

resolves10.1111/1468-0262.00362

Weighted Minimum Mean-Square Distance from Independence Estimation

resolves10.1080/07350015.1993.10509931

Tests of Independence in Parametric Models With Applications and Illustrations

resolves10.1111/j.1467-9892.1992.tb00092.x

NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE

resolves10.1920/wp.cem.2009.2009

Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals

resolves10.1016/j.jeconom.2005.06.013

Bootstrap conditional distribution tests in the presence of dynamic misspecification

resolves10.1111/j.1467-9892.1996.tb00276.x

TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION

resolves10.2307/20079138

Consistent Tests of Conditional Moment Restrictions

resolves10.1093/biomet/87.1.228

A nonparametric test for serial independence of regression errors

resolves10.1080/07474938.2014.956616

A Nonparametric Distribution-Free Test for Serial Independence of Errors

resolves10.1214/aos/1176342365

Weak Convergence of the Sample Distribution Function when Parameters are Estimated

resolves10.1214/aos/1176344552

Bootstrap Methods: Another Look at the Jackknife

resolves10.1198/016214505000001050

Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models

resolves10.1016/j.jmva.2007.03.004

Weak convergence of non-stationary multivariate marked processes with applications to martingale testing

resolves10.1016/j.jeconom.2009.03.001

An automatic Portmanteau test for serial correlation

resolves10.1198/jbes.2009.07063

Backtesting Parametric Value-at-Risk With Estimation Risk

resolves10.1016/j.jeconom.2010.06.003

Specification tests of parametric dynamic conditional quantiles

resolves10.1214/aop/1176990862

Bootstrapping General Empirical Measures

resolves10.2307/2527081

Autoregressive Conditional Density Estimation

resolves10.1016/j.jeconom.2006.11.005

A goodness-of-fit test for ARCH<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si32.gif" overflow="scroll"><mml:mo stretchy="false">(</mml:mo><mml:mo>∞</mml:mo><mml:mo stretchy="false">)</mml:mo></mml:math> models

resolves10.1214/aoms/1177730150

A Non-Parametric Test of Independence

resolves10.1111/1467-9868.00134

Testing for Pairwise Serial Independence Via the Empirical Distribution Function

resolves10.1111/1467-9868.00250

Generalized Spectral Tests for Serial Dependence

resolves10.1017/s0266466603196089

DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS

resolves10.1111/j.1467-937x.2005.00341.x

Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form

resolves10.1093/rfs/hhh006

Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates

resolves10.1016/j.laa.2005.10.023

Towards data driven selection of a penalty function for data driven Neyman tests

resolves10.1214/aoms/1177697731

Asymptotic Properties of Non-Linear Least Squares Estimators

resolves10.1016/s0165-1889(02)00079-9

Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements

resolves10.1111/ectj.12040

Specification tests for nonlinear dynamic models

resolves10.1137/1126027

Martingale Approach in the Theory of Goodness-of-Fit Tests

resolves10.1214/009053606000000191

Fitting an error distribution in some heteroscedastic time series models

resolves10.1016/j.jeconom.2013.05.006

Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory

resolves10.1214/aos/1176349025

Bootstrap and Wild Bootstrap for High Dimensional Linear Models

resolves10.1093/jjfinec/nbh006

On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation

resolves10.1016/s0304-4076(97)00084-5

A consistent nonparametric test for serial independence

resolves10.2307/2298005

Consistent Nonparametric Entropy-Based Testing

resolves10.2307/2337180

A Nonparametric Test of Serial Independence Based on the Empirical Distribution Function

resolves10.1017/cbo9780511802256

Asymptotic Statistics

resolves10.1007/978-1-4757-2545-2

Weak Convergence and Empirical Processes

resolves10.1214/009053606000001406

M-estimation of linear models with dependent errors

The 3 references without a DOI — listed, not checked

no DOI — not checkedref5

no DOI — not checkedref32

no DOI — not checkedref41

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