Pages that link to "Item:Q1019962"
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The following pages link to Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962):
Displayed 9 items.
- Homogeneity tests for several Poisson populations (Q961926) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Bayesian and Classical Approaches for Hypotheses Testing in Trisomies (Q3015844) (← links)
- OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)