Hypothesis testing based on a vector of statistics
DOI10.1016/j.jeconom.2020.03.010zbMath1464.62512OpenAlexW3011153243MaRDI QIDQ2224888
Publication date: 4 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.monash.edu/business/ebs/research/publications/ebs/wp30-2019.pdf
bootstrapMarkov chain Monte Carlo\(p\)-valueinformation matrix testcross-market predictionmultivariate kernel densitysmallest acceptance region tests
Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
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Cites Work
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