Pages that link to "Item:Q275244"
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The following pages link to The power of bootstrap and asymptotic tests (Q275244):
Displayed 23 items.
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Homogeneity tests for several Poisson populations (Q961926) (← links)
- Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- The power of bootstrap tests of cointegration rank (Q2259346) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Bayesian and Classical Approaches for Hypotheses Testing in Trisomies (Q3015844) (← links)
- Lag Length Selection in DF-GLS Unit Root Tests (Q3072393) (← links)
- A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
- Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
- Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
- Bootstrap LR tests of stationarity, common trends and cointegration (Q5300820) (← links)
- Testing asymmetry in financial time series (Q5440109) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)