Similar Search Results - EconBiz

Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative

Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273

Persistent link: https://www.econbiz.de/10010438337

Nonparametric analysis of covariance

Dette, Holger; Neumeyer, Natalie - 2000

In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...

Persistent link: https://www.econbiz.de/10009783010

A bootstrapped spectral test for adequacy in weak ARMA models

Zhu, Ke; Li, Wai Keung - In: Journal of econometrics 187 (2015) 1, pp. 113-130

Persistent link: https://www.econbiz.de/10011498788

Bootstrapping pre-averaged realized volatility under market microstructure noise

Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2016

Persistent link: https://www.econbiz.de/10011479764

Threshold regression with endogeneity

Yu, Ping; Phillips, Peter C. B. - 2014

Persistent link: https://www.econbiz.de/10010464133

Adaptive inference in heteroscedastic fractional time series models

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 50-65

Persistent link: https://www.econbiz.de/10012804084

Testing constancy in varying coefficient models

Delgado, Miguel A.; Arteaga-Molina, Luis A. - In: Journal of econometrics 222 (2021) 1,3, pp. 625-644

Persistent link: https://www.econbiz.de/10012619767

Estimating the variance of a combined forecast : bootstrap-based approach

Hounyo, Ulrich; Lahiri, Kajal - 2021

Persistent link: https://www.econbiz.de/10012815973

Inference on co-integration parameters in heteroskedastic vector autoregressions

Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - In: Journal of econometrics 192 (2016) 1, pp. 64-85

Persistent link: https://www.econbiz.de/10011615672

Robust heteroskedasticity-robust tests

Richard, Patrick - In: Economics letters 159 (2017), pp. 28-32

Persistent link: https://www.econbiz.de/10011902875

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