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To how many simultaneous hypothesis test can normal, student's t or bootstrap calibration be applied?

Fan, Jianqing; Hall, Peter; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1282-1288

Persistent link: https://www.econbiz.de/10003625873

Statistical tests for Lyapunov exponents of deterministic systems

Wolff, Rodney C. (contributor); Yao, Qiwei (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002075170

Statistical tests for Lyapunov exponents of deterministic systems

Wolff, Rodney (contributor); Yao, Qiwei (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2

Persistent link: https://www.econbiz.de/10002651853

Statistical tests for Lyapunov exponents of deterministic systems

Wolff, Rodney; Yao, Qiwei; Tong, Howell - 2003

Persistent link: https://www.econbiz.de/10001876295

Unified tests for a dynamic predictive regression

Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 684-699

Persistent link: https://www.econbiz.de/10012588007

Test for zero median of errors in an ARMA-GARCH model

Ma, Yaolan; Zhou, Mohan; Peng, Liang; Zhang, Rongmao - In: Econometric theory 38 (2022) 3, pp. 536-561

Persistent link: https://www.econbiz.de/10013269973

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

Unified tests for a dynamic predictive regression

Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - 2018

Persistent link: https://www.econbiz.de/10011965817

A unified test for predictability of asset returns regardless of properties of predicting variables

Liu, Xiaohui; Yang, Bingduo; Cai, Zongwu; Peng, Liang - In: Journal of econometrics 208 (2019) 1, pp. 141-159

Persistent link: https://www.econbiz.de/10012139823

A Unified Predictability Test Using Weighted Inference And Random Weighted Bootstrap

Yang, Bingduo; Long, Wei; Liu, Xiaohui; Peng, Liang - 2022

Predictive regressions are widely used in empirical economics and finance to investigate the Granger causality test, linear rational expectations hypothesis test, and market efficiency hypothesis. This paper develops a new unified predictability test regardless of the properties of predictors....

Persistent link: https://www.econbiz.de/10013405577