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Regularization based Anderson Rubin tests for many instruments
Carrasco, Marine; Tchuente, Guy - 2016
distribution depend on unknown nuisance parameters. A bootstrap method is used to obtain more reliable inference. The regularized …
Persistent link: https://www.econbiz.de/10011547613
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A test for instrument validity
Kitagawa, Toru - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 5, pp. 2043-2063
Persistent link: https://www.econbiz.de/10011417104
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Bootrstrapping high-frequency jump tests
Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; … - 2016
Persistent link: https://www.econbiz.de/10011479788
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Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Moreira, Humberto; Moreira, Marcelo J. - 2016 - This version: June 10, 2016
This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the finite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We...
Persistent link: https://www.econbiz.de/10011485564
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A simple, graphical procedure for comparing multiple treatments
Thompson, Brennan S.; Webb, Matthew - 2016 - This version: July 2016
Persistent link: https://www.econbiz.de/10011500323
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Testing spatial autocorrelation in weighted networks : the modes permutation test
Bavaud, François - In: Spatial econometric interaction modelling, (pp. 67-83). 2016
Persistent link: https://www.econbiz.de/10011529899
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Bootstrap tests for time varying cointegration
Martins, Luís Filipe - In: Econometric reviews 37 (2018) 1/5, pp. 466-483
Persistent link: https://www.econbiz.de/10012039357
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Nonparametric covariate significance tests for the incidence in cure models
López-Cheda, Ana; Jácome, M. Amalia; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050818
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Goodness-of-fit test for a parametric survival function with cure fraction
Geerdens, Candida; Janssen, Paul; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050828
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On (bootstrapped) cointegration tests in partial systems
Schreiber, Sven - 2019
Anwendung des Bootstrap-basierten Rangtests (von Cavaliere, Rahbek und Taylor, 2012) in einem bivariaten System Verzerrungen der …) Produktionslücke als Kovariable, und sonst nicht. Als Schlussfolgerung ergibt sich, dass der Bootstrap-basierte Rangtest gerade auch in …
Persistent link: https://www.econbiz.de/10012098817