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Bootstrap tests for time varyi...
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111
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:
112
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
Saved in:
113
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
Saved in:
114
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
Saved in:
115
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
Saved in:
116
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
Saved in:
117
Semiparametric
bootstrap
approach to hypothesis tests and confidence intervals for the hurst coefficient
Hall, Peter
;
Härdle, Wolfgang
;
Kleinow, Torsten
; …
-
1999
comparative quantitative Analysis. In this paper we propose a new
bootstrap
, or Monte Carlo, approach to such problems …. Traditional
bootstrap
methods in this context file based on fitting a process chosen from a wide but relatively conventional range …
Persistent link: https://www.econbiz.de/10009581110
Saved in:
118
A joint specification test for response probabilities in unordered multinomial choice models
Iwasawa, Masamune
- In:
Econometrics : open access journal
3
(
2015
)
3
,
pp. 667-697
rejection regions can be calculated by a simple parametric
bootstrap
procedure, when the sample size is small. The size and …
Persistent link: https://www.econbiz.de/10011410669
Saved in:
119
Bootstrap
tests for overidentification in linear regression models
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 825-863
-defined. Several
bootstrap
procedures are proposed. They alleviate the problem and allow reliable inference when the instruments are …
Persistent link: https://www.econbiz.de/10011411381
Saved in:
120
Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf
;
Schuermann, Til
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
Saved in:
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