Pages that link to "Item:Q3644911"

The following pages link to Hybrid and Size-Corrected Subsampling Methods (Q3644911):

Displaying 33 items.

• Hypothesis testing near singularities and boundaries (Q85619) (← links)
• On various confidence intervals post-model-selection (Q254446) (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Nonparametric estimation and inference about the overlap of two distributions (Q528068) (← links)
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
• Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
• Robust subsampling (Q738145) (← links)
• On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
• Controlling the size of autocorrelation robust tests (Q1739596) (← links)
• On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
• Inference on functionals under first order degeneracy (Q2000838) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• A robust test for predictability with unknown persistence (Q2179772) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Pre and post break parameter inference (Q2451770) (← links)
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
• Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
• Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
• THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST (Q3557545) (← links)
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
• SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
• AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
• Testing the homogeneous marginal utility of income assumption (Q5860897) (← links)