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Testing many moment inequalities

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2014 - This version: December 16, 2014

This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n. There are a variety of economic applications where the problem of testing many moment in- equalities appears; a notable...

Persistent link: https://www.econbiz.de/10010459258

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

A simple spatial dependence test robust to local and distributional misspecifications

Fang, Ying; Park, Sung Y.; Zhang, Jinfeng - In: Economics letters 124 (2014) 2, pp. 203-206

Persistent link: https://www.econbiz.de/10010493724

Optimal rank tests for symmetry against edgeworth-type alternatives

Cassart, Delphine; Hallin, Marc; Paindaveine, Davy - 2014

Persistent link: https://www.econbiz.de/10010483703

A simple approach to standardized-residuals-based higher-moment tests

Chen, Yi-ting - In: Journal of empirical finance 19 (2012) 4, pp. 427-453

Persistent link: https://www.econbiz.de/10009615672

Stationarity-based specification tests for diffusions when the process is nonstationary

Aït-Sahalia, Yacine; Park, Joon Y. - In: Journal of econometrics 169 (2012) 2, pp. 279-292

Persistent link: https://www.econbiz.de/10009673191

Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty

Chen, Yi-ting - In: Journal of forecasting 30 (2011) 4, pp. 409-450

Persistent link: https://www.econbiz.de/10009234516

An observatory note on tests for normality assumptions

Siddiqi, Ahmed F. - In: Journal of modelling in management 9 (2014) 3, pp. 290-305

Persistent link: https://www.econbiz.de/10010463704

D'Agostino test of normality to Eye estimate

Kotz, Samuel; Balakrishnan, Narayanaswamy; Read, Campbell B. - 2006 - 2. ed.

Persistent link: https://www.econbiz.de/10003231734

Parametric versus nonparametric goodness of fit : another view

Läuter, Henning; Nikulin, Michail - 1999

Persistent link: https://www.econbiz.de/10001371689

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