Pages that link to "Item:Q3740106"
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The following pages link to Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (Q3740106):
Displaying 8 items.
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- Finite sample properties and asymptotic efficiency of Monte Carlo tests (Q1074262) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? (Q1392156) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Monte Carlo simulation for econometricians (Q2903457) (← links)