Pages that link to "Item:Q2845023"
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The following pages link to A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023):
Displaying 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
- Testing for the Poisson-Tweedie distribution (Q1997632) (← links)
- A test for the geometric distribution based on linear regression of order statistics (Q1998595) (← links)
- Robust inference for threshold regression models (Q2000828) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Goodness-of-fit testing of survival models in the presence of type-II right censoring (Q2032197) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring (Q2095713) (← links)
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- On goodness-of-fit tests for the Bell distribution (Q2175219) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) (← links)
- A minimum distance lack-of-fit test in a Markovian multiplicative error model (Q2241533) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
- Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
- New characterization-based symmetry tests (Q2302026) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
- An adaptive truncated product method for combining dependent \(p\)-values (Q2437198) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Testing serial independence with functional data (Q2666064) (← links)
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
- SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS (Q2986524) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- Comparison of quantile regression curves with censored data (Q6064234) (← links)
- Testing for the Pareto type I distribution: a comparative study (Q6078583) (← links)
- Simulation‐based estimators of analytically intractable causal effects (Q6079583) (← links)
- Instrument validity for heterogeneous causal effects (Q6090603) (← links)
- Statistical inferences on nonconstant relative potency with quantal response data (Q6091703) (← links)
