Similar Search Results

Improved Lagrange multiplier tests in spatial autoregressions

Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164

Persistent link: https://www.econbiz.de/10010498750

A bootstrap test for jumps in financial economics

Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78

Persistent link: https://www.econbiz.de/10010504752

Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper

Dzemski, Andreas; Sarnetzki, Florian - 2014 - This version: February 15, 2014

We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...

Persistent link: https://www.econbiz.de/10010491120

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

Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach

Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174

Persistent link: https://www.econbiz.de/10009615744

A generalized stepwise procedure with improved power for multiple inequalities testing/ Yu-chin Hsu; Chung-ming Kuan; Meng-feng Yen

Hsu, Yu-Chin; Kuan, Chung-ming; Yen, Meng-feng - 2013

Persistent link: https://www.econbiz.de/10009703564

Improving the J test in the SARAR model by likelihood-based estimation

Burridge, Peter - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 75-107

Persistent link: https://www.econbiz.de/10009564236

The size and power of bootstrap tests for spatial dependence in a linear regression model

Lin, Kuan-pin; Long, Zhi-he; Ou, Bianling - In: Computational economics 38 (2011) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10009236990

Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient

Hall, Peter; Härdle, Wolfgang; Kleinow, Torsten; … - 1999

A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

Persistent link: https://www.econbiz.de/10009581110

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