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

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-.1111/j.1368-423X.2010.00313.x
@@ Property / DOI: 10.1111/j.1368-423X.2010.00313.x / rank @@
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Q5631874
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+Q5340435
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+Several Tests for Model Specification in the Presence of Alternative Hypotheses
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+Bootstrap \(J\) tests of nonnested linear regression models
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+Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
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+Bootstrapping J-type tests for non-nested regression models
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+Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
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+Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
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+The Error in Rejection Probability of Simple Autocorrelation Robust Tests
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING  BANDWIDTH EQUAL TO SAMPLE SIZE
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Simple Robust Testing of Regression Hypotheses
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+On Information and Sufficiency
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+Selecting the best linear regression model. A classical approach
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+The significance of testing empirical non-nested models
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+Automatic Lag Selection in Covariance Matrix Estimation
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+On the General Problem of Model Selection
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+Multiple Time Series Regression with Integrated Processes
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+The Stationary Bootstrap
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+Model selection tests for nonlinear dynamic models
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+A Reality Check for Data Snooping
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+.1111/J.1368-423X.2010.00313.X
@@ Property / DOI: 10.1111/J.1368-423X.2010.00313.X / rank @@
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