Pages that link to "Item:Q1574222"
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The following pages link to Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222):
Displayed 10 items.
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
- The bootstrap and hypothesis tests in econometrics (Q1841085) (← links)
- Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results (Q4678787) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)
- TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)