Search Results - subject:"self-normalization"

Extremal expected shortfall regressions : inference and an application to health care spending

Hoga, Yannick; Karlsson, Martin - 2025

on self-normalization. Finally, an empirical application to health care spending as a function of temperature deviations …

Persistent link: https://www.econbiz.de/10015616196

Extremal expected shortfall regressions: Inference and an application to health care spending

Hoga, Yannick; Karlsson, Martin - 2025

on self-normalization. Finally, an empirical application to health care spending as a function of temperature deviations …

Persistent link: https://www.econbiz.de/10015619357

Validating approximate slope homogeneity in large panels

Kutta, Tim Manfred; Dette, Holger - In: Journal of econometrics 246 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015555952

Bootstrap inference in cointegrating regressions : traditional and self-normalized test statistics

Reichold, Karsten; Jentsch, Carsten - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 970-983

Persistent link: https://www.econbiz.de/10015053513

Detecting relevant changes in the spatiotemporal mean function

Dette, Holger; Quanz, Pascal - In: Journal of Time Series Analysis 44 (2023) 5-6, pp. 505-532

For a spatiotemporal process {Xj(s,t)∣s∈S,t∈T}j=1,…,n, where S denotes the set of spatial locations and T the time domain, we consider the problem of testing for a change in the sequence of mean functions {μj(s,t)∣s∈S,t∈T}j=1,…,n. In contrast to most of the literature, we are...

Persistent link: https://www.econbiz.de/10014503388

Adjusted-range-based self-normalized autocorrelation tests

Sun, Jiajing; Zhu, Meiting; Linton, Oliver - In: Economics letters 251 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015464267

A new self-normalized forecast comparison test

Li, Haiqi; Zhang, Ni; Zhou, Jin - In: Economics letters 256 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015475445

Structural stability of functional data : a new adjusted-range-based self-normalization approach

Sun, Jiajing; Hong, Yongmiao; Lin, Zhuo; Xu, Weichao - In: Economics letters 253 (2025), pp. 1-4

Persistent link: https://www.econbiz.de/10015466750

Goodness-of-fit tests for SPARMA models with dependent error terms

Maïnassara, Yacouba Boubacar; Amir, Abdoulkarim Ilmi - In: Journal of time series econometrics 14 (2022) 2, pp. 107-140

Persistent link: https://www.econbiz.de/10013260167

Adjusted-range self-normalized confidence interval construction for censored dependent data

Sun, Jiajing; Hong, Yongmiao; Linton, Oliver; Zhao, Xiaolu - In: Economics letters 220 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013473110