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An improved bootstrap test for restricted stochastic dominance

Lok, Thomas M.; Tabri, Rami V. - In: Journal of econometrics 224 (2021) 2, pp. 371-393

Persistent link: https://www.econbiz.de/10013275388

Asymptotic Refinements of a Fully Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests of Extremum Estimators

Camponovo, Lorenzo - 2015

We study the asymptotic refinements of a fully nonparametric bootstrap approach for quasi-likelihood ratio type tests … of nonlinear restrictions. This bootstrap method applies to extremum estimators, such as quasi-maximum likelihood and … generalized method of moments estimators. Unlike existing parametric bootstrap procedures for quasi-likelihood ratio type tests …

Persistent link: https://www.econbiz.de/10013033497

Goodness-of-fit tests for stochastic frontier models based on the characteristic function

Meintanis, Simos G.; Papadimitriou, Christos K. - In: Journal of productivity analysis : an official journal … 57 (2022) 3, pp. 285-296

Persistent link: https://www.econbiz.de/10013190857

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 1-28

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD‐validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...

Persistent link: https://www.econbiz.de/10012807725

Testing for Granger non-causality using the autoregressive metric

Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125

Persistent link: https://www.econbiz.de/10010192026

Generic results for establishing the asymptotic size of confidence sets and tests

Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531

Persistent link: https://www.econbiz.de/10012483169

Testing the white noise hypothesis in high-frequency housing returns of the United States

Tiwari, Aviral Kumar; Gupta, Rangan; Cuñado … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 178-188

Persistent link: https://www.econbiz.de/10012420487

A modified bootstrap for kernel-based specification test with heavy-tailed data

Huang, Ta-Cheng; Li, Hongjun; Li, Zheng - In: Economics letters 189 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012227966

Specification tests for the propensity score

Sant'Anna, Pedro H. C.; Song, Xiaojun - In: Journal of econometrics 210 (2019) 2, pp. 379-404

Persistent link: https://www.econbiz.de/10012303538

A model-free consistent test for structural change in regression possibly with endogeneity

Fu, Zhonghao; Hong, Yongmiao - In: Journal of econometrics 211 (2019) 1, pp. 206-242

Persistent link: https://www.econbiz.de/10012303616