Pages that link to "Item:Q4530903"

The following pages link to Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (Q4530903):

Displaying 27 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
• Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
• Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
• Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
• Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
• Recent developments in the econometrics of structural change (Q1906284) (← links)
• Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
• Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
• Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
• Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• Empirical Likelihood for an Autoregressive Model with Explanatory Variables (Q3083804) (← links)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
• WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
• Bootstrap tests: how many bootstraps? (Q4493473) (← links)
• Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
• Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
• Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422) (← links)