Pages that link to "Item:Q4694423"
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The following pages link to An introduction to econometric applications of empirical process theory for dependent random variables (Q4694423):
Displaying 13 items.
- Generalized method of trimmed moments (Q254204) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
- Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
- Evaluating forecast performance with state dependence (Q6090570) (← links)
