Pages that link to "Item:Q1867743"

The following pages link to Simulation based finite and large sample tests in multivariate regressions (Q1867743):

Displaying 17 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
• Short run and long run causality in time series: inference (Q291702) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
• Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
• Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)