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 |
-
Hypothesis testing based on a vector of statistics
King, Maxwell L., (2019)
-
A Bayesian chi-squared test for hypothesis testing
Li, Yong, (2015)
-
Specification tests based on MCMC output
Li, Yong, (2018)
- More ...
-
A new procedure for multiple testing of econometric models
King, Maxwell L., (2011)
-
Hypothesis testing based on a vector of statistics
King, Maxwell L., (2019)
-
Influence diagnostic in GARCH processes
Zhang, Xibin, (2002)
- More ...