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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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Chapter 6. Statistical Methods for Distributional Analysis
Cowell, Frank A.; Flachaire, Emmanuel - In: Handbook of income distribution : volume 2, (pp. 359-465). 2015
This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...
Persistent link: https://www.econbiz.de/10014025345
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A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu; Wu, Ximing - In: The econometrics journal 22 (2019) 3, pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
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Statistical tests of distributional scaling properties for financial return series
Hallam, Mark; Olmo, Jose - In: Quantitative finance 18 (2018) 7, pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
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Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo - In: Economics letters 162 (2018), pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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Goodness-of-fit tests for stochastic frontier models based on the characteristic function
Meintanis, Simos G.; Papadimitriou, Christos K. - In: Journal of productivity analysis : an official journal … 57 (2022) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10013190857
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A two-step method for testing many moment inequalities
Bai, Yuehao; Santos, Andres; Shaikh, Azeem M. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1070-1080
Persistent link: https://www.econbiz.de/10013539439