Pages that link to "Item:Q4468313"

The following pages link to Simple Robust Testing of Hypotheses in Nonlinear Models (Q4468313):

Displaying 11 items.

• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
• A nonstandard empirical likelihood for time series (Q2443212) (← links)
• Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
• A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
• FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS (Q3408518) (← links)
• A self-normalizing approach to the specification test of mixed-frequency models (Q4563504) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
• Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)