Non-asymptotic tests of model performance

DOI10.1007/s00199-008-0408-yzbMath1183.62197OpenAlexW2116852210MaRDI QIDQ1031841

Sylvain Chassang

Publication date: 23 October 2009

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-008-0408-y

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Cites Work

• Mixing properties of harris chains and autoregressive processes
• The Stationary Bootstrap
• A Reality Check for Data Snooping
• Probability Inequalities for Sums of Bounded Random Variables
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