Pages that link to "Item:Q275244"

The following pages link to The power of bootstrap and asymptotic tests (Q275244):

Displaying 33 items.

• A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
• A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Nonparametric tests for Cox processes (Q511672) (← links)
• Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
• The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← 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)
• A Gini-based unit root test (Q1659164) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• The power of bootstrap tests of cointegration rank (Q2259346) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
• Power analysis for the bootstrap likelihood ratio test for the number of classes in latent class models (Q2418266) (← links)
• Testing for the Presence of a Cure Fraction in Clustered Interval-Censored Survival Data (Q2802839) (← 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)
• On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)