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Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - 2003
Persistent link: https://www.econbiz.de/10001878166
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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - 2000
Persistent link: https://www.econbiz.de/10001504719
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A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001555315
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Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 2000
Persistent link: https://www.econbiz.de/10001497257
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The size distortion of bootstrap tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
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Empirically relevant critical values for hypothesis tests : a bootstrap approach
Horowitz, Joel; Savin, N. Eugene - In: Journal of econometrics 95 (2000) 2, pp. 375-389
Persistent link: https://www.econbiz.de/10001436016
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Bootstrap tests : how many bootstraps?
Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 19 (2000) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001455660
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Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A.; Resnick, Bruce G. - In: Review of quantitative finance and accounting 7 (1996) 1, pp. 65-79
Persistent link: https://www.econbiz.de/10001467530
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Time diversification and security preferences : a stochastic dominance analysis
Hodges, Charles W.; Yoder, James A. - In: Review of quantitative finance and accounting 7 (1996) 3, pp. 289-298
Persistent link: https://www.econbiz.de/10001467580