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The bootstrap and hypothesis tests in econometrics
Horowitz, Joel - In: Journal of econometrics 100 (2001) 1, pp. 37-40
Persistent link: https://www.econbiz.de/10001546138
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A bootstrap test for single index models
Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000
Persistent link: https://www.econbiz.de/10001470240
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Semiparametric lack-of-fit tests in an additive hazard regression model
Grund, Birgit; Polzehl, Jörg - 1999
Persistent link: https://www.econbiz.de/10001473123
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001413436
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Bootstrap testing in nonlinear models
Davidson, Russell; MacKinnon, James G. - In: International economic review 40 (1999) 2, pp. 487-508
Persistent link: https://www.econbiz.de/10001374343
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Measurement and estimation of credit migration matrices
Schuermann, Til (contributor); Jafry, Yusuf (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
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Consistent tests for stochastic dominance
Barrett, Garry F.; Donald, Stephen G. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 71-104
Persistent link: https://www.econbiz.de/10001731099
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Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi; Hsiao, Cheng; Zinn, Joel - In: Journal of econometrics 112 (2003) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
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p-value adjustment for multiple tests for nonlinearity
Psaradakis, Zacharias G. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 3, pp. 95-100
Persistent link: https://www.econbiz.de/10001773120
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A asymptotic total variation test for copulas
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, … - 2013
Persistent link: https://www.econbiz.de/10010342718