Asymptotic tests of composite hypotheses

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by Peter Reinhard Hansen
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Consistent and Asymptotically Similar MinP Tests of Multiple Inequality Moment Restrictions ∗ – Christopher J. Bennett - 2009
unknown title – Eleonora Granziera, Kirstin Hubrich, Roger Moon - 2008
Les organisations-partenaires / The Partner Organizations – Marie-claude Beaulieu, Jean-marie Dufour, Lynda Khalaf, Série Scientifique, Marie-claude Beaulieu, Jean-marie Dufour, Lynda Khalaf, Tous All, École Des Hautes Études Commerciales, École Polytechnique De Montréal, Université Concordia, Université Laval, Université Mcgill
3 Forecastbased model selection in the presence of structural breaks – Todd E. Clark, Michael W. Mccracken - 2001
10 Stepwise multiple testing as formalized data snooping – Joseph P. Romano, Michael Wolf - 2005
6 Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes – Valentina Corradi, Norman R. Swanson - 2005
SIMULATION-BASED FINITE-SAMPLE TESTS FOR HETEROSKEDASTICITY AND ARCH EFFECTS – Dufour Jean-marie, Khalaf Lynda, Bernard Jean-thomas, Université De Montréal, Jean-marie Dufour, Lynda Khalaf, Jean-thomas Bernard, Ian Genest, Green Université Laval, Green Université Laval - 2001
15 Simulation-based finite-sample tests for heteroskedasticity and ARCH effects – Jean-marie Dufour, Université De Montréal, Lynda Khalaf, Université Laval, Ian Genest, Université Laval, Jean-thomas Bernard, Université Laval - 2001
13 Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments – Jean-marie Dufour, Mohamed Taamouti - 2003
4 Fitting vast dimensional timevarying covariance models, Oxford Financial Research Centre, Financial Economics Working Paper n – Robert F. Engle, Neil Shephard - 2008
Econometric Analysis – Jean-marie Dufour, Lynda Khalaf, Maral Kichian Issn, Phillips Curve, An Identification-robust, Jean-marie Dufour, Lynda Khalaf, Maral Kichian - 2005
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit – Jean-marie Dufour, Lynda Khalaf, Maral Kichian, Bank Canada, Jean-marie Dufour, Lynda Khalaf, Maral Kichian, Cirano Cireq - 2009
Vision and Influence in Econometrics: John Denis Sargan – Peter C. B. Phillips - 2002
the Asymptotic Size of Con…dence Sets and Tests – Donald W. K. Andrews, Xu Cheng, Patrik Guggenberger, Donald W. K. Andrews, Cowles Foundation, Xu Cheng, Patrik Guggenberger - 2009
Identification robust . . . factor models with rank restrictions – Marie-Claude Beaulieu , Jean-marie Dufour , Lynda Khalaf - 2009
Assessing Indexation-Based Calvo Inflation Models – Jean-marie Dufour, Lynda Khalaf, Maral Kichian, Jean-marie Dufour, Lynda Khalaf, Maral Kichian, Cirano Cireq - 2009
A Semi-Parametric Bayesian Approach to the Instrumental Variable Problem by – Tim Conley, Chris Hansen, Rob Mcculloch, Peter E. Rossi, Jel Classification C - 2006
Efficient Split-Sample Anderson-Rubin Tests in IV and GMM Models – Jonathan H. Wright - 2008
1 Trade, Extent of the Market, and Economic Growth 1960-1996 – Francisco Alcalá, Antonio Ciccone - 2003