Bounds for inference with nuisance parameters present only under the alternative (Q4416025): Difference between revisions

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+Strong rules for detecting the number of breaks in a time series
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+Threshold Autoregression with a Unit Root
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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+DECIDING BETWEEN <i>I</i>(0) AND <i>I</i>(1) VIA  FLIL-BASED BOUNDS
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+A consistent test for nonlinear out of sample predictive accuracy.
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+Stochastic Limit Theory
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+Q4802629
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+The Bierens test under data dependence
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+A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION  CONSISTENT COVARIANCE MATRIX ESTIMATORS
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Identities and inequalities for the expected values of random matrices and loewner's theory
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+Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
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+Information criteria for selecting possibly misspecified parametric models
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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+Q4869532
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+https://doi.org/10.1111/1368-423x.00095
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+W3125935064
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+Publication:4416025