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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
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Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386989
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Joint hypothesis tests for multidimensional inequality indices
Abul Naga, Ramses H.; Shen, Yajie; Hong il Yoo - In: Economics letters 141 (2016), pp. 138-142
Persistent link: https://www.econbiz.de/10011616215
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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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Hypothesis testing in nonparametric models of production using multiple sample splits
Simar, Léopold; Wilson, Paul W. - In: Journal of productivity analysis : an official journal … 53 (2020) 3, pp. 287-303
Persistent link: https://www.econbiz.de/10012228857
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Instrumental variables and the sign of the average treatment effect
Machado, Cecilia; Shaikh, Azeem M.; Vytlacil, Edward - In: Journal of econometrics 212 (2019) 2, pp. 522-555
Persistent link: https://www.econbiz.de/10012304090
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A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models
Yan, Tianshun; Zhang, Liping - In: Portuguese economic journal 19 (2020) 1, pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
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A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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Testing competing factor pricing models
Söderlind, Paul - 2016 - This version: May 2016
A GMM-based system for two different linear factor pricing models is used to test if the pricing errors are the same. Simulations demonstrate the small sample properties. As an illustration, the test is applied to the Fama-French (1996, 2015) models.
Persistent link: https://www.econbiz.de/10011686300