Improving robust model selection tests for dynamic models (Q3004021): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Q5631874
@@ Property / cites work: Q5631874 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5340435
@@ Property / cites work: Q5340435 / rank @@
+Normal rank
@@ Property / cites work @@
+Several Tests for Model Specification in the Presence of Alternative Hypotheses
+Normal rank
@@ Property / cites work @@
+Bootstrap \(J\) tests of nonnested linear regression models
+Normal rank
@@ Property / cites work @@
+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Bootstrapping J-type tests for non-nested regression models
+Normal rank
@@ Property / cites work @@
+Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
+Normal rank
@@ Property / cites work @@
+Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
+Normal rank
@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
+Normal rank
@@ Property / cites work @@
+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
+Normal rank
@@ Property / cites work @@
+Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
+Normal rank
@@ Property / cites work @@
+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
+Normal rank
@@ Property / cites work @@
+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
+Normal rank
@@ Property / cites work @@
+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
+Normal rank
@@ Property / cites work @@
+Simple Robust Testing of Regression Hypotheses
@@ Property / cites work: Simple Robust Testing of Regression Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting the best linear regression model. A classical approach
+Normal rank
@@ Property / cites work @@
+The significance of testing empirical non-nested models
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+On the General Problem of Model Selection
@@ Property / cites work: On the General Problem of Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection tests for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank