Bootstrap tests of multiple inequality restrictions on variance ratios

DOI10.1016/j.econlet.2005.12.008zbMath1255.62081OpenAlexW3123876969MaRDI QIDQ1929115

Chris Kirby, Barbara Ostdiek, Jeff Fleming

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.12.008

zbMATH Keywords

least favorable configurationcomposite hypothesesstationary bootstrap

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• A component model for dynamic correlations
• Testing inequality constraints in linear econometric models
• A multiple variance ratio test using subsampling
• Consistency of the stationary bootstrap under weak moment conditions
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• The Stationary Bootstrap
• Automatic Block-Length Selection for the Dependent Bootstrap
• A Reality Check for Data Snooping
• One-Sided Testing Problems in Multivariate Analysis

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