Pages that link to "Item:Q1906287"

The following pages link to Exact tests for structural change in first-order dynamic models (Q1906287):

Displaying 17 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
• Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
• Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
• Testing for structural change in conditional models (Q1580340) (← links)
• Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS (Q4561972) (← links)
• NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936) (← links)
• Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)