Pages that link to "Item:Q4271323"
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The following pages link to Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses (Q4271323):
Displayed 12 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
- OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS (Q4471135) (← links)
- A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)