Pages that link to "Item:Q2573259"
From MaRDI portal
The following pages link to Bootstrap hypothesis testing in regression models (Q2573259):
Displaying 8 items.
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- A new test on the conditional capital asset pricing model (Q904132) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- REFINED TESTS FOR SPATIAL CORRELATION (Q3465603) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
