Exact tests in single equation autoregressive distributed lag models
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- scientific article; zbMATH DE number 3984308 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 3357848 (Why is no real title available?)
- scientific article; zbMATH DE number 3050768 (Why is no real title available?)
- Econometrics
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Exact tests for structural change in first-order dynamic models
- Finite sample properties and asymptotic efficiency of Monte Carlo tests
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Modified Randomization Tests for Nonparametric Hypotheses
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem
- Seasonal integration and cointegration
- Testing for Unit Roots in Seasonal Time Series
- The bootstrap and Edgeworth expansion
Cited in
(18)- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
- Exact confidence sets and goodness-of-fit methods for stable distributions
- Exact tests of the stability of the Phillips curve: the Canadian case
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
- Estimation-adjusted VaR
- Testing for the length of a distributed lag with a differencing transformation
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- A simple test for the consistency of dynamic linear regression in rational distributed lag models
- Simulation based finite and large sample tests in multivariate regressions
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
- Lag length and mean break in stationary VAR models
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
- Regression discontinuity designs, white noise models, and minimax
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
- Optimal weighted average power similar tests for the covariance structure in the linear regression model
- WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
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