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The two-sample problem with regression errors : an empirical process approach
Mora, Juan (contributor); Neumeyer, Natalie (contributor) - 2005
We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of teststatistics derived from the difference between the two residual-based empirical...
Persistent link: https://www.econbiz.de/10002570958
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The two-sample problem with regression errors : an empirical process approach
Mora, Juan (contributor); Neumeyer, Natalie (contributor) - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10003059360
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Comparison of separable components in different samples
Neumeyer, Natalie; Sperlich, Stefan - 2003
Persistent link: https://www.econbiz.de/10001813127
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Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu - In: The econometrics journal 19 (2016) 3, pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
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Finite sample performance of specification tests for correlated random effects quantile panel regressions
Haque, Samiul; Delgado, Michael S. - In: Applied economics letters 24 (2017) 7/9, pp. 515-519
Persistent link: https://www.econbiz.de/10011712426
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A test of the conditional independence assumption in sample selection models
Huber, Martin; Melly, Blaise - In: Journal of applied econometrics 30 (2015) 7, pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431744
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On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin - In: The econometrics journal 18 (2015) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10011345987
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On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin - 2013
Persistent link: https://www.econbiz.de/10009787986
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Comparison of separable components in different samples
Neumeyer, Natalie; Sperlich, Stefan - 2003
our approach bootstrap fails in practice and theory. Instead, we propose a subsampling procedure with automatic parameter … choice. We give complete asymptotic theory, and its excellent performance is demonstrated by an extensive simulation study. …
Persistent link: https://www.econbiz.de/10010477832
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A large sample x-difference test for regression coefficients
Lyttkens, Ejnar - In: Econometric model building : essays on the causal chain …, (pp. 236-278). 1964
Persistent link: https://www.econbiz.de/10002245031