Narrow search
Showing 1 - 10 of 439
Cover Image
Power of tests in binary response models : comment
Geweke, John - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 423-425
Persistent link: https://www.econbiz.de/10001394072
Cover Image
Nearly optimal tests when a nuisance parameter is present under the null hypothesis
Elliott, Graham; Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 2, pp. 771-811
Persistent link: https://www.econbiz.de/10011350606
Cover Image
Conditional inference with a functional nuisance parameter
Andrews, Isaiah; Mikusheva, Anna - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1571-1612
Persistent link: https://www.econbiz.de/10011611125
Cover Image
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.; Romano, Joseph P.; Shaikh, Azeem M. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Cover Image
Conditional linear combination tests for weakly identified models
Andrews, Isaiah - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
Cover Image
Power enhancement in high-dimensional cross-sectional tests
Fan, Jianqing; Liao, Yuan; Yao, Jiawei - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 4, pp. 1497-1541
Persistent link: https://www.econbiz.de/10011405086
Cover Image
A parametric approach to flexible nonlinear inference
Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 537-573
Persistent link: https://www.econbiz.de/10001580786
Cover Image
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative
Horowitz, Joel; Spokojnyj, Vladimir G. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 599-631
Persistent link: https://www.econbiz.de/10001580788
Cover Image
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Cover Image
Optimal test for Markov switching parameters
Carrasco, Marine; Hu, Liang; Ploberger, Werner - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 2, pp. 765-784
Persistent link: https://www.econbiz.de/10010404431