Is regularization necessary? A Wald-type test under non-regular conditions
Year of publication: |
2014
|
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Authors: | Duplinskiy A. |
Institutions: | Graduate School of Business and Economics (GSBE), School of Business and Economics |
Subject: | Hypothesis Testing: General | Statistical Simulation Methods: General | Multiple or Simultaneous Equation Models: Time-Series Models | Dynamic Quantile Regressions | Dynamic Treatment Effect Models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Research Memorandum Number 025 |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: |
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Smeekes S., (2014)
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