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):
Displayed 32 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)
- 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)
- Robust inference for threshold regression models (Q2000828) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← 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)
- 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)
- 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)
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS (Q4569586) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
- Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
- Input Variable Selection in Neural Network Models (Q5419321) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)