Pages that link to "Item:Q4817432"
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The following pages link to FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432):
Displayed 11 items.
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Distributed statistical inference for massive data (Q2054533) (← links)
- Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- THE UNEQUALIZING EFFECTS OF ICT ON ECONOMIC GROWTH (Q3591675) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)