Pages that link to "Item:Q4614276"
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The following pages link to Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (Q4614276):
Displayed 30 items.
- Non-standard tests through a composite null and alternative in point-identified parameters (Q312337) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Semiparametric testing with highly persistent predictors (Q2116343) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Testing for a trend with persistent errors (Q2224883) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- On the size distortion of a test for equality between the ATE and FE estimands (Q2312979) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- THE ET INTERVIEW: PROFESSOR MAX KING (Q4629563) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Improved tests for stock return predictability (Q6082964) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)