Similar Search Results

Statistical inference for sharpe ratio

Schmid, Friedrich; Schmidt, Rafael - In: Interest rate models, asset allocation and quantitative …, (pp. 337-357). 2010

Persistent link: https://www.econbiz.de/10008746585

A bunch of models, a bunch of nulls and inference about predictive ability

Pincheira, Pablo - 2011

Persistent link: https://www.econbiz.de/10008823452

Likelihood-based inference for cointegration with nonlinear error-correction

Kristensen, Dennis; Rahbek, Anders - In: Journal of econometrics 158 (2010) 1, pp. 78-94

Persistent link: https://www.econbiz.de/10008826874

Second order expansion of t-statistic in autoregressive models

Mikusheva, Anna (contributor) - 2007

Persistent link: https://www.econbiz.de/10003605137

Inference with weak instruments

Andrews, Donald W. K.; Stock, James H. - 2007

Persistent link: https://www.econbiz.de/10003691501

Empirical likelihood inference in nonlinear errors-in-covariables models with validation data

Stute, Winfried; Xue, Liugen; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 332-346

Persistent link: https://www.econbiz.de/10003431190

Estimation and inference by the method of projection minimum distance

Jordà, Òscar (contributor); Kozicki, Sharon (contributor) - 2007

A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of...

Persistent link: https://www.econbiz.de/10003596975

On statistical inference under selection bias

Mandel, Michael Jeffrey; Rinott, Yosef - 2007

Persistent link: https://www.econbiz.de/10003686142

A theoretical approach to inference based on maximum observations

Qing, Li - 2004

Persistent link: https://www.econbiz.de/10003387283

Estimation and confidence regions for parameter sets in econometric models

Chernozhukov, Victor; Hong, Han; Tamer, Elie - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 5, pp. 1243-1284

Persistent link: https://www.econbiz.de/10003539898