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101
A consistent
bootstrap
procedure for nonparametric symmetry tests
Henderson, Daniel J.
;
Parmeter, Christopher F.
- In:
Economics letters
131
(
2015
),
pp. 78-82
Persistent link: https://www.econbiz.de/10011422658
Saved in:
102
A fast algorithm for finding the confidence set of large collections of models
Barde, Sylvain
-
2015
The paper proposes a new algorithm for finding the confidence set of a collection of forecasts or prediction models. Existing numerical implementations for finding the confidence set use an elimination approach where one starts with the full collection of models and successively eliminates the...
Persistent link: https://www.econbiz.de/10011342917
Saved in:
103
Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory
Meyners, Michael
-
2002
Analyzing repeated difference tests aims in significance testing for differences as well as in estimating the mean discrimination ability of the consumers. In addition to the average success probability, the proportion of consumers that may detect the difference between two products and...
Persistent link: https://www.econbiz.de/10009770524
Saved in:
104
Testing regression monotonicity in econometric models
Chetverikov, Denis
-
2012
combination of a
bootstrap
procedure and new selection algorithms. These methods yield tests that have correct asymptotic size and …
Persistent link: https://www.econbiz.de/10009667989
Saved in:
105
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
106
Testing conditional independence restrictions
Linton, Oliver
;
Gozalo, Pedro L.
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 523-552
Persistent link: https://www.econbiz.de/10010360794
Saved in:
107
Testing many moment inequalities
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2016
-
This version: September 10, 2015
validity of a test based on block multiplier
bootstrap
in the case of dependent data under some general mixing conditions. …
Persistent link: https://www.econbiz.de/10011525823
Saved in:
108
Asymptotic refinements of nonparametric
bootstrap
for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
109
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schienle, Melanie
;
Schaumburg, Julia
-
2014
bootstrap
based nite sample version of the test is suggested. A simulation study documents the good performance of the test for …
Persistent link: https://www.econbiz.de/10010402973
Saved in:
110
Testing many moment inequalities
Chernozhukov, Victor
;
Chetverikov, Denis
;
Kato, Kengo
-
2014
-
This version: December 16, 2014
validity of a test based on block multiplier
bootstrap
in the case of dependent data under some general mixing conditions. …
Persistent link: https://www.econbiz.de/10010459258
Saved in:
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