Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242): Difference between revisions

Latest revision as of 06:52, 27 July 2024

scientific article; zbMATH DE number 7430476

Language	Label	Description	Also known as
English	Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability	scientific article; zbMATH DE number 7430476

Statements

instance of

scholarly article

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title

Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (English)

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zbMATH Open document ID

1474.62412

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DOI

10.1080/03610918.2013.858164

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Communications in Statistics - Simulation and Computation

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publication date

19 November 2021

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full work available at URL

https://cirano.qc.ca/files/publications/2013s-40.pdf

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Mathematics Subject Classification ID

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induced test

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Monte Carlo test

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simultaneous inference

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test combination

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variance ratio

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describes a project that uses

bootlib

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bootstrap

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W3122262802

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cites work

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

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Finite sample multivariate structural change tests with application to energy demand models

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Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

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Bootstrap Methods

0 references

A simple multiple variance ratio test

0 references

Q4370586

0 references

Multiple testing procedures with applications to genomics.

0 references

Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions

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Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics

0 references

Simulation‐based finite sample normality tests in linear regressions

0 references

Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.

0 references

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

0 references

Exact tests for structural change in first-order dynamic models

0 references

Modified Randomization Tests for Nonparametric Hypotheses

0 references

Q4318617

0 references

Q3730818

0 references

Q3227983

0 references

The bootstrap and Edgeworth expansion

0 references

Testing normality in econometric models

0 references

Wild bootstrapping variance ratio tests

0 references

On a measure of lack of fit in time series models

0 references

Simultaneous statistical inference. 2nd ed

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ON A METHOD OF DETERMINING WHETHER A SAMPLE OF SIZE n SUPPOSED TO HAVE BEEN DRAWN FROM A PARENT POPULATION HAVING A KNOWN PROBABILITY INTEGRAL HAS PROBABLY BEEN DRAWN AT RANDOM

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Subsampling for heteroskedastic time series

0 references

Q3719691

0 references

Q4863759

0 references

A multiple variance ratio test using subsampling

0 references

A Reality Check for Data Snooping

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5860242

@@ Property / cites work @@
+Identification-Robust Estimation and Testing of the Zero-Beta CAPM
+Normal rank
@@ Property / cites work @@
+Finite sample multivariate structural change tests with application to energy demand models
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods
@@ Property / cites work: Bootstrap Methods / rank @@
+Normal rank
@@ Property / cites work @@
+A simple multiple variance ratio test
@@ Property / cites work: A simple multiple variance ratio test / rank @@
+Normal rank
@@ Property / cites work @@
+Q4370586
@@ Property / cites work: Q4370586 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple testing procedures with applications to genomics.
+Normal rank
@@ Property / cites work @@
+Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
+Normal rank
@@ Property / cites work @@
+Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
+Normal rank
@@ Property / cites work @@
+Simulation‐based finite sample normality tests in linear regressions
+Normal rank
@@ Property / cites work @@
+Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
+Normal rank
@@ Property / cites work @@
+Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
+Normal rank
@@ Property / cites work @@
+Exact tests for structural change in first-order dynamic models
+Normal rank
@@ Property / cites work @@
+Modified Randomization Tests for Nonparametric Hypotheses
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3730818
@@ Property / cites work: Q3730818 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3227983
@@ Property / cites work: Q3227983 / 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 @@
+Testing normality in econometric models
@@ Property / cites work: Testing normality in econometric models / rank @@
+Normal rank
@@ Property / cites work @@
+Wild bootstrapping variance ratio tests
@@ Property / cites work: Wild bootstrapping variance ratio tests / rank @@
+Normal rank
@@ Property / cites work @@
+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Simultaneous statistical inference. 2nd ed
@@ Property / cites work: Simultaneous statistical inference. 2nd ed / rank @@
+Normal rank
@@ Property / cites work @@
+ON A METHOD OF DETERMINING WHETHER A SAMPLE OF SIZE n SUPPOSED TO HAVE BEEN DRAWN FROM A PARENT POPULATION HAVING A KNOWN PROBABILITY INTEGRAL HAS PROBABLY BEEN DRAWN AT RANDOM
+Normal rank
@@ Property / cites work @@
+Subsampling for heteroskedastic time series
@@ Property / cites work: Subsampling for heteroskedastic time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q3719691
@@ Property / cites work: Q3719691 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863759
@@ Property / cites work: Q4863759 / rank @@
+Normal rank
@@ Property / cites work @@
+A multiple variance ratio test using subsampling
@@ Property / cites work: A multiple variance ratio test using subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank