Pages that link to "Item:Q4531016"

The following pages link to Testing When a Parameter is on the Boundary of the Maintained Hypothesis (Q4531016):

Displaying 50 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
• Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
• Synchronization of cycles (Q291626) (← links)
• Regime switching for dynamic correlations (Q292034) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach (Q321114) (← links)
• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
• Monetary policy when wages are downwardly rigid: Friedman meets Tobin (Q427989) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• An LM test based on generalized residuals for random effects in a nonlinear model (Q498830) (← links)
• A zero inefficiency stochastic frontier model (Q528118) (← links)
• Testing lumpability for marginal discrete hidden Markov models (Q635941) (← links)
• Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
• Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
• Testing for jumps in the EGARCH process (Q834296) (← links)
• On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
• On asymptotic theory for multivariate GARCH models (Q842922) (← links)
• Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• Asset pricing with incomplete information and fat tails (Q1042357) (← links)
• Multinomial choice models based on Archimedean copulas (Q1622078) (← links)
• Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
• Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Tests for qualitative features in the random coefficients model (Q2002567) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters (Q2167323) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• The matching of lead underwriters and issuing firms in the Japanese corporate bond market (Q2227417) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
• Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
• Testing inequality constraints in a linear regression model with spherically symmetric disturbances (Q2341587) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• A predictability test for a small number of nested models (Q2451812) (← links)