Pages that link to "Item:Q4530965"
From MaRDI portal
The following pages link to A Three-step Method for Choosing the Number of Bootstrap Repetitions (Q4530965):
Displaying 31 items.
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Inference on inequality from household survey data (Q276940) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men (Q530602) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters (Q746190) (← links)
- Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
- The numerical delta method (Q1792450) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Risky choices in strategic environments: an experimental investigation of a real options game (Q2001463) (← links)
- On the expected runtime of multiple testing algorithms with bounded error (Q2197612) (← links)
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap (Q2282602) (← links)
- Flexible Fourier form for volatility breaks (Q2691729) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Bias-correction for Weibull common shape estimation (Q5222263) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- Confidence interval for the bootstrap<i>P</i>-value and sample size calculation of the bootstrap test (Q5321923) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998 (Q5939168) (← links)
- Evaluation of a three-step method for choosing the number of bootstrap repetitions (Q5939177) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Statistical plasmode simulations-potentials, challenges and recommendations (Q6618472) (← links)
- Recoverability and estimation of causal effects under typical multivariable missingness mechanisms (Q6625454) (← links)
- The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators (Q6626294) (← links)
