Pages that link to "Item:Q1574222"

The following pages link to Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222):

Displaying 31 items.

• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• The power of bootstrap and asymptotic tests (Q275244) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• Randomized \(p\)-values for multiple testing of composite null hypotheses (Q394102) (← links)
• How close are alternative bootstrap \(P\)-values? (Q613193) (← links)
• Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
• Multivariate out-of-sample tests for Granger causality (Q1019966) (← links)
• Bootstrap-based critical values for tests of common factor restrictions (Q1128779) (← links)
• A discrete model for bootstrap iteration (Q1676370) (← links)
• The bootstrap and hypothesis tests in econometrics (Q1841085) (← links)
• Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• A Critical Assessment of Simulated Critical Values (Q3015879) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results (Q4678787) (← links)
• The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
• Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)
• Wavelet energy ratio unit root tests (Q5860909) (← links)
• Is a Normal Copula the Right Copula? (Q6626311) (← links)