Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263): Difference between revisions

@@ Property / cites work @@
+An introduction to econometric applications of empirical process theory for dependent random variables
+Normal rank
@@ Property / cites work @@
+A Conditional Kolmogorov Test
@@ Property / cites work: A Conditional Kolmogorov Test / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
+Normal rank
@@ Property / cites work @@
+A Three-step Method for Choosing the Number of Bootstrap Repetitions
+Normal rank
@@ Property / cites work @@
+A consistent test for conditional symmetry in time series models
+Normal rank
@@ Property / cites work @@
+Testing normality: a GMM approach
@@ Property / cites work: Testing normality: a GMM approach / rank @@
+Normal rank
@@ Property / cites work @@
+The blockwise bootstrap for general empirical processes of stationary sequences
+Normal rank
@@ Property / cites work @@
+On the theory of elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+Q2783447
@@ Property / cites work: Q2783447 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
+Normal rank
@@ Property / cites work @@
+A consistent test for nonlinear out of sample predictive accuracy.
+Normal rank
@@ Property / cites work @@
+A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
+Normal rank
@@ Property / cites work @@
+Predictive density and conditional confidence interval accuracy tests
+Normal rank
@@ Property / cites work @@
+Predictive ability with cointegrated variables
@@ Property / cites work: Predictive ability with cointegrated variables / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap tests: how many bootstraps?
@@ Property / cites work: Bootstrap tests: how many bootstraps? / rank @@
+Normal rank
@@ Property / cites work @@
+On strong invariance principles under dependence assumptions
+Normal rank
@@ Property / cites work @@
+The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
+Normal rank
@@ Property / cites work @@
+THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
+Normal rank
@@ Property / cites work @@
+Maximum likelihood and the bootstrap for nonlinear dynamic models
+Normal rank
@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
+Normal rank
@@ Property / cites work @@
+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
+Normal rank
@@ Property / cites work @@
+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
@@ Property / cites work: TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping GMM estimators for time series
@@ Property / cites work: Bootstrapping GMM estimators for time series / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Theoretical comparisons of block bootstrap methods
+Normal rank
@@ Property / cites work @@
+A consistent bootstrap test for conditional density functions with time-series data
+Normal rank
@@ Property / cites work @@
+Robust out-of-sample inference
@@ Property / cites work: Robust out-of-sample inference / rank @@
+Normal rank
@@ Property / cites work @@
+Validity of blockwise bootstrap for empirical processes with stationary observations
+Normal rank
@@ Property / cites work @@
+On the blockwise bootstrap for empirical processes for stationary sequences
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839388
@@ Property / cites work: Q4839388 / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent bootstrap tests of parametric regression functions
+Normal rank
@@ Property / cites work @@
+Consistent specification testing for conditional moment restrictions
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank