Pages that link to "Item:Q4319566"
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The following pages link to Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative (Q4319566):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- On tests for changes in persistence (Q135925) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- A new nonparametric stability test with an application to major Chinese macroeconomic time series (Q377925) (← links)
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm (Q395906) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
- Subsampling tests for variance changes in the presence of autoregressive parameter shifts (Q604339) (← links)
- A trinomial test for paired data when there are many ties (Q632735) (← links)
- Bootstrap tests for structural change with infinite variance observations (Q731938) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Volatility contagion: a range-based volatility approach (Q738077) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- Investigating time-variation in the marginal predictive power of the yield spread (Q844643) (← links)
- The choice of time interval in seasonal adjustment: a heuristic approach (Q849869) (← links)
- Subsampling change-point detection in persistence with heavy-tailed innovations (Q874325) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- A proportional score test over the nuisance parameter space: properties and applications (Q900573) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
