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Bootstrapping the information matrix test
Stomberg, Christopher; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001500671
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Testing parameter stability : a wild bootstrap approach
O'Reilly, Gerard (contributor); Whelan, Karl (contributor) - 2005
Persistent link: https://www.econbiz.de/10003404293
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Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
Ahlgren, Niklas (contributor); Antell, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367377
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A Pearsonś test for symmetry with an application to the Spanish business cycle
Belaire-Franch, Jorge; Contreras, Dulce - In: Spanish economic review : SER 4 (2002) 3, pp. 221-238
Persistent link: https://www.econbiz.de/10001702856
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A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G. - 2002
Persistent link: https://www.econbiz.de/10001717796
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A consistent model specification test based on the kernel sum of squares of residuals
Fan, Yanqin; Li, Qi - In: Econometric reviews 21 (2002) 3, pp. 337-352
Persistent link: https://www.econbiz.de/10001718759
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How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Giersbergen, Noud P. A. van; Kiviet, J. F. - In: Journal of econometrics 108 (2002) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10001656607
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Adaptive bootstrap tests and its competitors in the C-sample location problem
Büning, Herbert; Rietz, Michael - 2002
Persistent link: https://www.econbiz.de/10001656721
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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Alternative methods for robust analysis in event study applications
Kramer, Lisa A. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 109-132
Persistent link: https://www.econbiz.de/10001640874