Pages that link to "Item:Q275245"
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The following pages link to Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245):
Displaying 50 items.
- MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm (Q275248) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Exact computation of max weighted score estimators (Q295700) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis (Q650729) (← links)
- Goodness-of-fit test of the mark distribution in a point process with non-stationary marks (Q693324) (← links)
- Application of two gamma distributions mixture to financial auditing (Q721601) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
- Exact inference in diagnosing value-at-risk estimates - a Monte Carlo device (Q1046189) (← links)
- Finite sample properties and asymptotic efficiency of Monte Carlo tests (Q1074262) (← links)
- Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- On two-stage Monte Carlo tests of composite hypotheses (Q1658357) (← links)
- A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes (Q1668582) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- A new class of independence tests for interval forecasts evaluation (Q1927119) (← links)
- Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- Sign tests for weak principal directions (Q2203629) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Randomization inference for difference-in-differences with few treated clusters (Q2227055) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Weak identification in probit models with endogenous covariates (Q2316752) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- Editors' introduction: Heavy tails and stable Paretian distributions in econometrics (Q2451778) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Likelihood inference in some finite mixture models (Q2451803) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Testing for normality in linear regression models using regression and scale equivariant estimators (Q2512346) (← links)
- Goodness-of-fit tests for the Gompertz distribution (Q2815975) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- The effect of simulation order on level accuracy and power of Monte Carlo tests (Q3477804) (← links)
- SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS (Q3551010) (← links)
- Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (Q3740106) (← links)
- Tests based on monte carlo simulations conditioned on maximum likelihood estimates of nuisance parameters (Q4534198) (← links)
