Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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Cited in
(only showing first 100 items - show all)- Exact tests of the stability of the Phillips curve: the Canadian case
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
- Testing for structural change in conditional models
- A sequential procedure for determining the number of regimes in a threshold autoregressive model
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
- The moderate deviation principle for minimizers of convex processes
- Robust variable selection and estimation in threshold regression model
- Testing for nonlinearity in mean and volatility for heteroskedastic models
- Testing for neglected nonlinearity using extreme learning machines
- Revisiting tests for neglected nonlinearity using artificial neural networks
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications
- Broken-stick quantile regression model with multiple change points
- Score tests when a nuisance parameter is unidentified under the null hypothesis
- Heteroskedastic time series with a unit root
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
- Estimation and asymptotic inference in the AR-ARCH model
- Bootstrap specification tests for diffusion processes
- Testing for the effects of omitted power transformations
- Testing Conditional Mean Independence Under Symmetry
- Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
- Nonparametric simultaneous testing for structural breaks
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
- Testing for jumps in the EGARCH process
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- On using fuzzy clustering for detecting the number of states in Markov switching models
- Testing for a unit root in a stationary ESTAR process
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions
- Panel data models with two threshold variables
- HAC robust trend comparisons among climate series with possible level shifts
- Simulation-based exact jump tests in models with conditional heteroskedasticity
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships
- Bootstrapping structural change tests
- Panel threshold regressions with latent group structures
- Threshold effect in varying coefficient models with unknown heteroskedasticity
- Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- On the consistency of bootstrap testing for a parameter on the boundary of the parameter space
- Superconsistent estimation and inference in structural econometric models using extreme order statistics.
- Structural threshold regression
- scientific article; zbMATH DE number 7578249 (Why is no real title available?)
- Bounds for inference with nuisance parameters present only under the alternative
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
- Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
- Rao's score test in spatial econometrics
- Robust inference for threshold regression models
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
- Generalised density forecast combinations
- A flexible nonparametric test for conditional independence
- Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
- Testing for nonlinear cointegration under heteroskedasticity
- Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
- Trade as a threshold variable for multiple regimes
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model
- Riesz estimators
- Smoothed gradient least squares estimator for linear threshold models
- Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
- A hidden Markov regime-switching smooth transition model
- Adjusted supremum score-type statistics for evaluating non-standard hypotheses
- A nonlinear long memory model, with an application to US unemployment.
- Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Nonparametric nonstationarity tests
- The great Gatsby curve in education with a kink
- Evaluating statistical hypotheses using weakly-identifiable estimating functions
- Multiple regimes in the preferences for redistribution
- Testing for co-integration in vector autoregressions with non-stationary volatility
- A continuous threshold expectile model
- Testing for structural changes in large dimensional factor models via discrete Fourier transform
- Testing for Granger causality in large mixed-frequency VARs
- Quantile regression on quantile ranges -- a threshold approach
- Social threshold regression
- Forecast dominance testing via sign randomization
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates
- Testing for the Markov property in time series
- Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
- Large shocks vs. small shocks. (Or does size matter? May be so.)
- Panel threshold models with interactive fixed effects
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
- Oracle estimation of a change point in high-dimensional quantile regression
- Higher-order approximations for testing neglected nonlinearity
- Testing for unit roots in bounded time series
- The dynamic invariant multinomial probit model: identification, pretesting and estimation
- Wild bootstrap of the sample mean in the infinite variance case
- Testing linearity against threshold effects: uniform inference in quantile regression
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
- Valid tests of whether technical inefficiency depends on firm characteristics
- Testing for a change in persistence in the presence of non-stationary volatility
- Optimal rank-based detection of exponential component in autoregressive models
- Endogeneity in threshold nonlinearity tests
- Estimation in threshold autoregressive models with a stationary and a unit root regime
- Fiscal policy in good and bad times
- Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
- Testing for threshold regulation in presence of measurement error
- Testing for observation-dependent regime switching in mixture autoregressive models
- Testing conditional symmetry without smoothing
- A max-correlation white noise test for weakly dependent time series
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach
- Multiple structural breaks in cointegrating regressions: a model selection approach
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