Pages that link to "Item:Q1362502"

The following pages link to Modified Wald tests under nonregular conditions (Q1362502):

Displaying 14 items.

• Joint confidence sets for structural impulse responses (Q281051) (← links)
• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• Short run and long run causality in time series: inference (Q291702) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Trimmed Granger causality between two groups of time series (Q470487) (← links)
• Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
• A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes (Q1668582) (← links)
• Extracting informative variables in the validation of two-group causal relationship (Q2255923) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Randomized consistent statistical inference for random processes and fields (Q2676881) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• (Q5011284) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)