Pages that link to "Item:Q4493473"

The following pages link to Bootstrap tests: how many bootstraps? (Q4493473):

Displaying 50 items.

• A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
• The power of bootstrap and asymptotic tests (Q275244) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• A nonparametric test of weak separability and consumer preferences (Q299469) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• Reliable inference for the Gini index (Q302160) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Edgeworth expansions for GEL estimators (Q765836) (← links)
• Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
• Homogeneity tests for several Poisson populations (Q961926) (← links)
• Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
• Inference via kernel smoothing of bootstrap \(P\) values (Q1020698) (← links)
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
• Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
• Sunk costs and fairness in incomplete information bargaining (Q1779827) (← links)
• Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
• Asymmetries in risk premia, macroeconomic uncertainty and business cycles (Q2136937) (← links)
• On the expected runtime of multiple testing algorithms with bounded error (Q2197612) (← links)
• A simple method for implementing Monte Carlo tests (Q2203425) (← links)
• Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
• The power of bootstrap tests of cointegration rank (Q2259346) (← 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)
• Optimal allocation of Monte Carlo simulations to multiple hypothesis tests (Q2302509) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• Saddlepoint expansions for GEL estimators (Q2353365) (← links)
• Popular support for social evaluation functions (Q2452236) (← links)
• Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
• Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
• Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
• Time-dependent prognostic score matching for recurrent event analysis to evaluate a treatment assigned during follow-up (Q2809520) (← links)
• Unit root bootstrap tests under infinite variance (Q2930899) (← links)
• SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
• Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
• BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes (Q3615087) (← links)
• Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
• IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE (Q4443971) (← links)
• A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS (Q4449528) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432) (← links)
• Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
• EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS (Q4979324) (← links)
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
• Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (Q5083537) (← links)
• Adaptive choice of scale tests in flexible two-stage designs with applications in experimental ecology and clinical trials (Q5128958) (← links)
• Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
• Robust regression: an inferential method for determining which independent variables are most important (Q5139088) (← links)