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Optimal Versus Robust Inference in Nearly Integrated Non Gaussian Models
Thompson, Samuel Brodsky - 2003
Elliott, Rothenberg and Stock (1996) derived a class of point-optimal unit root tests in a time series model with Gaussian errors. Other authors have proposed "robust" tests which are not optimal for any model but perform well when the error distribution has thick tails. I derive a class of...
Persistent link: https://www.econbiz.de/10014086154
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Robust combination testing : methods and application to COVID-19 detection
Jain, Sanjay; Jónas Oddur Jónasson; Pauphilet, Jean; … - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2661-2681
Persistent link: https://www.econbiz.de/10014520146
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A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man - In: Journal of financial econometrics 22 (2024) 1, pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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Ausreißerrobuste Methoden in der linearen Regressionsanalyse
Finger, Robert; Stephan, Andreas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 557-559
Persistent link: https://www.econbiz.de/10003767654
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Robust designs for 3D shape analysis with spherical harmonic descriptors
Dette, Holger (contributor); Wiens, Douglas P. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003483105
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
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An ordinal regression method for multicriteria analysis of customer satisfaction
João, Isabel M.; Costa, Carlos A. Bana e; Figueira, … - In: Multiple criteria decision making for sustainable …, (pp. 167-176). 2010
Persistent link: https://www.econbiz.de/10003911790
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A robust coefficient of determination for regression
Renaud, Olivier; Victoria-Feser, Maria-Pia - 2009
Persistent link: https://www.econbiz.de/10003937084