The Limit of Finite-Sample Size and a Problem with Subsampling
Year of publication: |
2007-03
|
---|---|
Authors: | Andrews, Donald W.K. ; Guggenberger, Patrik |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1295 Published in Econometric Theory (2010), 26(2): 426-468 The price is None Number 1605R 68 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
Testing for Restricted Stochastic Dominance
Davidson, Russell, (2006)
-
Subsampling inference in threshold autoregressive models
Gonzalo, Jesús, (2001)
-
Fusion of data sets in multivariate linear regression with errors-in-variables
Satorra, Albert, (1996)
- More ...
-
Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
Andrews, Donald W.K., (2011)
-
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
Andrews, Donald W.K., (2011)
-
A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter
Andrews, Donald W.K., (2011)
- More ...