Narrow search
Showing 61 - 70 of 36,666
Cover Image
Bringing game theory to hypothesis testing : establishing finite sample bounds on inference
Schlag, Karl H. - 2008
Persistent link: https://www.econbiz.de/10008663768
Cover Image
EL inference for partially identified models : large deviations optimality and bootstrap validity
Canay, Ivan A. - In: Journal of econometrics 156 (2010) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10008648802
Cover Image
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W. K.; Marmer, Vadim - In: Journal of econometrics 142 (2008) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10003608156
Cover Image
Inference about realized volatility using infill subsampling
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535624
Cover Image
Statistical misspecification and the reliability of inference : the simple t-test in the presence of Markov Dependence
Spanos, Aris - In: The Korean economic review 50 (2009) 2, pp. 165-213
Persistent link: https://www.econbiz.de/10003926802
Cover Image
Inference in nonparametric instrumental variables with partial identification
Santos, Andres - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 1, pp. 213-275
Persistent link: https://www.econbiz.de/10009507939
Cover Image
Nonparametric predictive utility inference
Houlding, B.; Coolen, Frank P. A. - In: European journal of operational research : EJOR 221 (2012) 1, pp. 222-230
Persistent link: https://www.econbiz.de/10009553083
Cover Image
Simultaneous statistical inference in dynamic factor models
Dickhaus, Thorsten-Ingo - 2012
Based on the theory of multiple statistical hypothesis testing, we elaborate simultaneous statistical inference methods in dynamic factor models. In particular, we employ structural properties of multivariate chi-squared distributions in order to construct critical regions for vectors of...
Persistent link: https://www.econbiz.de/10009531431
Cover Image
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Cover Image
Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav; Gospodinov, Nikolay - 2011
Persistent link: https://www.econbiz.de/10009243504