Pages that link to "Item:Q2573259"
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The following pages link to Bootstrap hypothesis testing in regression models (Q2573259):
Displaying 15 items.
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- A new test on the conditional capital asset pricing model (Q904132) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
- Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
- Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
- Residual bootstrap method: an approach to model validation (Q2885073) (← links)
- Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
- REFINED TESTS FOR SPATIAL CORRELATION (Q3465603) (← links)
- A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models (Q3625366) (← links)
- Bootstrapping Regression Models with BLUS Residuals (Q4506090) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
