Pages that link to "Item:Q275263"

The following pages link to Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263):

Displaying 20 items.

• Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
• Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
• Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
• Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
• New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
• Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
• SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
• Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
• Combining inflation density forecasts (Q3065506) (← links)
• A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
• Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)