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Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai; Rai͏̈ssi, Hamdi - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10011389673
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An alternative bootstrap for proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Computational economics 62 (2023) 4, pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
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Tests of random walk : a comparison of bootstrap approaches
Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Computational economics 34 (2009) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10003894937
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Wild bootstrap tests for IV regression
Davidson, Russell; MacKinnon, James G. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 128-144
Persistent link: https://www.econbiz.de/10003992817
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Testing for stochastic dominance efficiency
Scaillet, Olivier; Topaloglou, Nikolas - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
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Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
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A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
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Goodness of fit : an axiomatic approach
Cowell, Frank A.; Davidson, Russell; Fachaire, Emmanuel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 54-67
Persistent link: https://www.econbiz.de/10011389677
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Consistent nonparametric tests for Lorenz dominance
Barrett, Garry F.; Donald, Stephen G.; Bhattacharya, Debopam - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010380483
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Estimation and inference for linear panel data models under misspecification when both n and T are large
Galvão Júnior, Antônio Fialho; Kato, Kengo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 285-309
Persistent link: https://www.econbiz.de/10010488560