Pages that link to "Item:Q5283409"
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The following pages link to On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409):
Displaying 9 items.
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
- Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries (Q6626283) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)
