Pages that link to "Item:Q4136324"

The following pages link to Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative (Q4136324):

Displaying 50 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
• Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
• Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach (Q151457) (← links)
• Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
• Term structure of risk under alternative econometric specifications (Q292020) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• Asymptotic test of mixture model and its applications to QTL interval mapping (Q389254) (← links)
• Robust suptest for the genetic association study under genetic model uncertainty (Q397241) (← links)
• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
• An asymptotic test for quantitative trait locus detection in presence of missing genotypes (Q476082) (← links)
• Testing linearity using power transforms of regressors (Q494413) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
• A new interval mapping approach based on a general sib-pair regression model with a modified Wald test (Q537359) (← links)
• Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
• A hidden Markov model for informative dropout in longitudinal response data with crisis states (Q544599) (← links)
• A trinomial test for paired data when there are many ties (Q632735) (← links)
• Likelihood ratio tests for continuous monotone hazards with an unknown change point (Q643227) (← links)
• A confidence interval test for the detection of structural breaks (Q647992) (← links)
• The option CAPM and the performance of hedge funds (Q656073) (← links)
• Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
• Detection and localization of hidden radioactive sources with spatial statistical method (Q763204) (← links)
• Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
• Testing for jumps in the EGARCH process (Q834296) (← links)
• On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
• Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
• A proportional score test over the nuisance parameter space: properties and applications (Q900573) (← links)
• Robust tests in genome-wide scans under incomplete linkage disequilibrium (Q908129) (← links)
• Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
• Test for homogeneity in Hardy-Weinberg normal mixture model (Q951033) (← links)
• Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• Tree-structured smooth transition regression models (Q1023576) (← links)
• Testing for jumps in the stochastic volatility models (Q1025341) (← links)
• Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
• Statistical inference in non-nested econometric models (Q1111308) (← links)
• On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
• A review of optimality of multivariate tests (Q1186635) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)