Pages that link to "Item:Q275271"

The following pages link to A consistent bootstrap test for conditional density functions with time-series data (Q275271):

Displaying 13 items.

• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Stationarity-based specification tests for diffusions when the process is nonstationary (Q528006) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
• A unified approach to validating univariate and multivariate conditional distribution models in time series (Q2512595) (← links)
• A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (Q2845023) (← links)
• TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
• Assessing the value of Hermite densities for predictive distributions (Q3065553) (← links)