Pages that link to "Item:Q5860242"
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The following pages link to Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242):
Displayed 4 items.
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q5864645) (← links)
