Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.06.007
@@ Property / DOI: 10.1016/j.jeconom.2005.06.007 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+spatial
@@ Property / describes a project that uses: spatial / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+bootstrap
@@ Property / describes a project that uses: bootstrap / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2149862193
@@ Property / OpenAlex ID: W2149862193 / rank @@
+Normal rank
@@ Property / cites work @@
+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
+Normal rank
@@ Property / cites work @@
+Bootstrap of the mean in the infinite variance case
+Normal rank
@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
+Normal rank
@@ Property / cites work @@
+Problems related to confidence intervals for impulse responses of autoregressive processes
+Normal rank
@@ Property / cites work @@
+Q3359591
@@ Property / cites work: Q3359591 / rank @@
+Normal rank
@@ Property / cites work @@
+Topics in Advanced Econometrics
@@ Property / cites work: Topics in Advanced Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Measurable selections of extrema
@@ Property / cites work: Measurable selections of extrema / rank @@
+Normal rank
@@ Property / cites work @@
+Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
+Normal rank
@@ Property / cites work @@
+Q3836533
@@ Property / cites work: Q3836533 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4370586
@@ Property / cites work: Q4370586 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5613035
@@ Property / cites work: Q5613035 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
+Normal rank
@@ Property / cites work @@
+Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
+Normal rank
@@ Property / cites work @@
+Exact tests for structural change in first-order dynamic models
+Normal rank
@@ Property / cites work @@
+Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
+Normal rank
@@ Property / cites work @@
+Generalized runs tests for heteroscedastic time series
+Normal rank
@@ Property / cites work @@
+Simulation‐based finite sample normality tests in linear regressions
+Normal rank
@@ Property / cites work @@
+Modified Randomization Tests for Nonparametric Hypotheses
+Normal rank
@@ Property / cites work @@
+Q3881729
@@ Property / cites work: Q3881729 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4372481
@@ Property / cites work: Q4372481 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact simulation-based inference: A survey, with additions
+Normal rank
@@ Property / cites work @@
+The Efficiency of Simulation-Based Multiple Comparisons
+Normal rank
@@ Property / cites work @@
+Q3959963
@@ Property / cites work: Q3959963 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+A method for constructing exact tests from test statistics that have unknown null distributions
+Normal rank
@@ Property / cites work @@
+Global optimization of statistical functions with simulated annealing
+Normal rank
@@ Property / cites work @@
+Permutation tests. A practical guide to resampling methods for testing hypotheses
+Normal rank
@@ Property / cites work @@
+Econometric specification of stochastic discount factor models
+Normal rank
@@ Property / cites work @@
+Q5588203
@@ Property / cites work: Q5588203 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometrics
@@ Property / cites work: Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3477804
@@ Property / cites work: Q3477804 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5578648
@@ Property / cites work: Q5578648 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Autoregressive Processes with Possible Unit Roots
+Normal rank
@@ Property / cites work @@
+THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF  INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Finite sample properties and asymptotic efficiency of Monte Carlo tests
+Normal rank
@@ Property / cites work @@
+MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
+Normal rank
@@ Property / cites work @@
+Exact tests in single equation autoregressive distributed lag models
+Normal rank
@@ Property / cites work @@
+Q3747485
@@ Property / cites work: Q3747485 / rank @@
+Normal rank
@@ Property / cites work @@
+A sequential approximation to a permutation test
@@ Property / cites work: A sequential approximation to a permutation test / rank @@
+Normal rank
@@ Property / cites work @@
+Q4229804
@@ Property / cites work: Q4229804 / rank @@
+Normal rank
@@ Property / cites work @@
+A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
+Normal rank
@@ Property / cites work @@
+Approximate distributions of order statistics. With applications to nonparametric statistics
+Normal rank
@@ Property / cites work @@
+Spatial Statistics: Developments 1980-3, Correspondent Paper
+Normal rank
@@ Property / cites work @@
+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Q3395931
@@ Property / cites work: Q3395931 / rank @@
+Normal rank
@@ Property / cites work @@
+Invalidity of bootstrap for critical branching processes with immigration
+Normal rank
@@ Property / cites work @@
+Some Measurability Results for Extrema of Random Functions Over Random Sets
+Normal rank
@@ Property / cites work @@
+On the theory of modified randomization tests for nonparametric hypotheses
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2005.06.007
@@ Property / DOI: 10.1016/J.JECONOM.2005.06.007 / rank @@
+Normal rank