Distribution free specification tests of conditional models

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Nonparametric tests for conditional symmetry in dynamic models (2007, background): “(4) Fan and Gencay (1995) and Ahmad and Li (1997) proposed omnibus tests of _ H0; consistent in the direction of general nonparametric alternatives, based on smooth estimates of the marginal probability density of t with independent and identically distributed (iid) observations.”
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score (2011, unknown): “At the 3 In recent work, independent of ours, Delgado and Stute (2008) discuss a specification test that also combines the Khmaladze and Rosenblatt transforms.”