Pages that link to "Item:Q3406052"

The following pages link to Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052):

Displayed 10 items.

• A class of simple distribution-free rank-based unit root tests (Q737964) ‎ (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) ‎ (← links)
• Impossible inference in econometrics: theory and applications (Q2227046) ‎ (← links)
• Volatility regressions with fat tails (Q2227065) ‎ (← links)
• Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) ‎ (← links)
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) ‎ (← links)
• Finite-sample exact tests for linear regressions with bounded dependent variables (Q2448411) ‎ (← links)
• (Q4969141) ‎ (← links)
• On sign-based regression quantiles (Q5220799) ‎ (← links)
• Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) ‎ (← links)