Pages that link to "Item:Q1019962"
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The following pages link to Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962):
Displayed 29 items.
- A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Homogeneity tests for several Poisson populations (Q961926) (← links)
- Modified fast double sieve bootstraps for ADF tests (Q961955) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- Joint hypothesis tests for multidimensional inequality indices (Q1668190) (← links)
- A discrete model for bootstrap iteration (Q1676370) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- How should central banks respond to non-neutral inflation expectations? (Q2416312) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution (Q2807695) (← links)
- A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) (← links)
- BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
- Bayesian and Classical Approaches for Hypotheses Testing in Trisomies (Q3015844) (← links)
- OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER? (Q3072428) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Time-varying cointegration and the Kalman filter (Q5862506) (← links)
- Diagnostics for the bootstrap and fast double bootstrap (Q5864660) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)