Exact tests in single equation autoregressive distributed lag models (Q1371376): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q5788953 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact tests for structural change in first-order dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631971 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modified Randomization Tests for Nonparametric Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4318617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap and Edgeworth expansion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Seasonal integration and cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite sample properties and asymptotic efficiency of Monte Carlo tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3747485 / rank
 
Normal rank

Revision as of 19:44, 27 May 2024

scientific article
Language Label Description Also known as
English
Exact tests in single equation autoregressive distributed lag models
scientific article

    Statements

    Exact tests in single equation autoregressive distributed lag models (English)
    0 references
    0 references
    0 references
    28 October 1997
    0 references
    ARX model
    0 references
    Monte Carlo test
    0 references
    order of dynamics
    0 references
    structural change
    0 references
    unit root
    0 references
    dynamic regression
    0 references
    exact inference
    0 references

    Identifiers