By combining two alternative formulations of a test statistic with two alternative resamplingschemes we obtain four … implementations is shown tobreak down in dynamic regression models. Then the procedure based on the test statistic approachperforms …

well as individual property value appreciation than conventional RSR indices. This paper also proposes a Chi-square test to … test is powerful in small samples. This paper finally illustrates the applicatioin of the GRSR using a historical dataset …

The limit distribution of conventional test statistics for predictability may depend on the degree of persistence of … adopted. Using differencing transformations, we introduce a new class of estimators and test statistics for predictive … confirm the high reliability and accuracy of our test statistics …

maximizing test p-values and inherit robustness properties from the generating distribution-free tests. Both finite-sample and … unbiased (under symmetry and estimator unicity) and possess equivariance properties. Consistency and asymptotic normality are …

We propose a test for the key identification and estimation conditions in Regression Discontinuity (RD) designs. We … characterize the set of sharp testable implications of the RD assumptions, for which the proposed test is uniformly valid under a …

We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when … the regressors and the error terms are independent. Then we show that the test is asymptotically of correct level … that the number of strata, defined by values of the regressors not involved in the subvector test, is small compared to the …

-robust variance matrix estimator (CRVE) can be very unreliable. We study several alternatives. Conceptually the simplest of these, but … the cluster-jackknife variance matrix estimator as well as linearized versions of the wild cluster bootstrap. The …

values that adapt to the strength of identification of the parameters not under test. This test has correct size and strictly … instruments. The subvector Anderson and Rubin (1949) test that uses chi square critical values with degrees of freedom reduced by … the number of parameters not under test, proposed by Guggenberger, Kleibergen, Mavroeidis, and Chen (2012), controls size …