Hybrid and Size-Corrected Subsampling Methods
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Recommendations
- Applications of subsampling, hybrid, and size-correction methods
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- On the uniform asymptotic validity of subsampling and the bootstrap
- On the asymptotic theory of subsampling
Cites work
- A note on methods of restoring consistency to the bootstrap
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Bootstrap Model Selection
- Bootstrap Sample Size in Nonregular Cases
- Estimated sampling distributions: The bootstrap and competitors
- Heteroscedasticity-robustness of jackknife variance estimators in linear models
- Inference for identifiable parameters in partially identified econometric models
- Large sample confidence regions based on subsamples under minimal assumptions
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- On the asymptotic properties of the jackknife histogram
- PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
- Replicate Histograms
- Subsampling
- Testing Statistical Hypotheses
- Uniform Inference in Autoregressive Models
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
Cited in
(39)- On various confidence intervals post-model-selection
- Applications of subsampling, hybrid, and size-correction methods
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- The impact of a Hausman pretest on the asymptotic size of a hypothesis test
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression
- Inference on functionals under first order degeneracy
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
- Controlling the size of autocorrelation robust tests
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Bonferroni-based size-correction for nonstandard testing problems
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- Robust subsampling
- Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity
- On the choice of test for a unit root when the errors are conditionally heteroskedastic
- Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
- Generic results for establishing the asymptotic size of confidence sets and tests
- Hypothesis testing near singularities and boundaries
- An almost closed form estimator for the EGARCH model
- Bootstraps for dynamic panel threshold models
- Robust inference in nonlinear models with mixed identification strength
- Second order expansion of the T-statistic in AR(1) models
- Pre and post break parameter inference
- The ET interview: Benedikt M. Pötscher
- The uniform validity of impulse response inference in autoregressions
- Testing for stationary or persistent coefficient randomness in predictive regressions
- Asymptotic theory and unified confidence region for an autoregressive model
- A robust test for predictability with unknown persistence
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- Limit theory for an AR(1) model with intercept and a possible infinite variance
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- Testing the homogeneous marginal utility of income assumption
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
- GEL statistics under weak identification
- Nonparametric estimation and inference about the overlap of two distributions
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