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Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 307-324
Persistent link: https://www.econbiz.de/10012424523
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Optimal sample designs with preliminary tests of significance
Grossman, Jean Baldwin - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 171-176
Persistent link: https://www.econbiz.de/10001007904
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Uniform test for predictive regression with AR errors
Li, Chenxue; Li, Deyuan; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
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Comparing predictive accuracy, twenty years later : a personal perspective on the use and abuse of Diebold-Mariano tests
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011389651
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Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
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Smooth tests of copula specifications
Lin, Juan; Wu, Ximing - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
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Evaluating the calibration of multi-step-ahead density forecasts using raw moments
Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 270-281
Persistent link: https://www.econbiz.de/10011390035
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Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
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Frequentist evaluation of small DSGE models
Bårdsen, Gunnar; Fanelli, Luca - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
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A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157
Persistent link: https://www.econbiz.de/10012176556