Pages that link to "Item:Q5690044"
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The following pages link to Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (Q5690044):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Riesz estimators (Q278266) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Valid tests of whether technical inefficiency depends on firm characteristics (Q295400) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression (Q356766) (← links)
- Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
- A unified framework for the comparison of treatments with ordinal responses (Q487599) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Robust bent line regression (Q514183) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- A trinomial test for paired data when there are many ties (Q632735) (← links)
- The option CAPM and the performance of hedge funds (Q656073) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Get over it! A multilevel threshold autoregressive model for state-dependent affect regulation (Q736445) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Nonlinearities in capital-skill complementarity (Q814981) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Behavioral heterogeneity in stock prices (Q1017073) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Business cycle durations (Q1298429) (← links)
