Similar Search Results

Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness

Horowitz, Joel; Lobato, Ignacio N.; Nankervis, John C.; … - In: Journal of econometrics 133 (2006) 2, pp. 841-862

Persistent link: https://www.econbiz.de/10003359657

Testing for serial correlation : generalized Andrews-Ploberger tests

Nankervis, John C.; Savin, N. Eugene - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 246-255

Persistent link: https://www.econbiz.de/10008736225

Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests

Nankervis, John C.; Savin, Nathan E. - In: The econometrics journal 15 (2012) 3, pp. 516-534

Persistent link: https://www.econbiz.de/10009710131

Testing for zero autocorrelation in the presence of statistical dependence

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: Econometric theory 18 (2002) 3, pp. 730-743

Persistent link: https://www.econbiz.de/10001673455

Testing for autocorrelation using a modified box-pierce Q test

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10001562214

The bootstrap and hypothesis tests in econometrics

Horowitz, Joel - In: Journal of econometrics 100 (2001) 1, pp. 37-40

Persistent link: https://www.econbiz.de/10001546138

Bootstrap methods in econometrics

Horowitz, Joel - In: Annual review of economics 11 (2019), pp. 193-224

Persistent link: https://www.econbiz.de/10012623431

Bootstrap methods in econometrics

Horowitz, Joel - 2018

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one's data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap provides approximations to distributions of statistics,...

Persistent link: https://www.econbiz.de/10011901480

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152

Persistent link: https://www.econbiz.de/10003892732

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative

Horowitz, Joel (contributor); Lee, Sokbae (contributor) - 2007

Persistent link: https://www.econbiz.de/10003410811