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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Estimation using simulation techniques may be very time consuming. Specification tests for structuralstability often …
Persistent link: https://www.econbiz.de/10010339446
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Testing for stock market contagion : a quantile regression approach
Park, Sungyong; Wang, Wendun; Huang, Naijing - 2015 - This version: March 25, 2015
Regarding the asymmetric and leptokurtic behavior of financial data, we propose a new contagion test in the quantile regression framework that is robust to model misspecification. Unlike conventional correlation-based tests, the proposed quantile contagion test allows us to investigate the stock...
Persistent link: https://www.econbiz.de/10010504111
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The impact of trade liberalization on the return to education in Vietnam : wage versus employment effect
Oostendorp, Remco H.; Doan Hong Quang - 2011
Persistent link: https://www.econbiz.de/10008938577
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Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
identification robust methods to assess estimation uncertainty when using non-Gaussianity for identification. …
Persistent link: https://www.econbiz.de/10013417421
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
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A k-sample homogeneity test based on the quantification of the p-p plot : the harmonic weighted mass index
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - 2008
Persistent link: https://www.econbiz.de/10003787143
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Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de; Yuan, Ao - 2010
Persistent link: https://www.econbiz.de/10003974011
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Assessing budget support with statistical impact evaluation : a methodological proposal
Elbers, Chris; Gunning, Jan Willem; Hoop, Kobus de - 2007
Persistent link: https://www.econbiz.de/10003609095
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Identifying all distinct sample P-P plots, with an application to the exact finite sample distribution of the L1-FCvM Test
Hinloopen, Jeroen; Wagenvoort, Rien - 2010
Persistent link: https://www.econbiz.de/10008655192