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The multivariate student t model in robust inference and data analysis

Breusch, Trevor S. - 1993

Persistent link: https://www.econbiz.de/10000883825

Tests d'hypothèses dans le cadre des modèles semi-paramétriques

Proença, Isabel - 1994

Persistent link: https://www.econbiz.de/10000891159

A bootstrap test for single index models

Härdle, Wolfgang; Proença, Isabel - 1994

Persistent link: https://www.econbiz.de/10000891356

Modelling common linear dynamics : a critical review

Breusch, Trevor S. - 1994

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Misspecification testing in systems of equations

Robertson, John C. - 1992

Persistent link: https://www.econbiz.de/10000869556

Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity

Breusch, Trevor S. - 1993

Persistent link: https://www.econbiz.de/10000877369

A bootstrap test for single index models

Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000

Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function. The bootstrap is used with the aim to...

Persistent link: https://www.econbiz.de/10009583431

Testing the sensitivity of ols when the variance matrix is (partially) unknown

Banerjee, Anurag Narayan; Magnus, Jan R. - 1996

Persistent link: https://www.econbiz.de/10000936013

On the sensitivity of the usual T- and F-tests to AR(1) misspecification

Banerjee, Anurag Narayan; Magnus, Jan R. - 1997

Persistent link: https://www.econbiz.de/10000972163

On theil's errors

Magnus, Jan R. (contributor); Sinha, Ashoke K. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001773672