Hypothesis testing based on a vector of statistics
| Year of publication: |
2020
|
|---|---|
| Authors: | King, Maxwell L. ; Zhang, Xibin ; Akram, Muhammad |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 2, p. 425-455
|
| Subject: | value | Bootstrap | Cross-market prediction | Information matrix test | Markov chain Monte Carlo | Multivariate kernel density | Smallest acceptance region tests | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
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