Pages that link to "Item:Q269240"

The following pages link to Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240):

Displaying 37 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Bootstrapping GMM estimators for time series (Q275250) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
• Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
• Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
• Fiscal policy and asset markets: a semiparametric analysis (Q299268) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• A fast resample method for parametric and semiparametric models (Q469558) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test (Q777683) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• Discussion of: ``Models as approximations'' (Q2194569) (← links)
• Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
• Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
• Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
• Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
• Mechanistic Analysis of Challenge–Response Experiments (Q2861969) (← links)
• A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
• Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
• A block bootstrap for quasi-likelihood in sparse functional data (Q4999843) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
• ROBUST FORECAST COMPARISON (Q5371152) (← links)
• Hierarchical Kendall copulas: Properties and inference (Q5413640) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• Bootstrap non-parametric significance test (Q5450525) (← links)
• A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)