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  • Search: subject:"Bootstrap adjustment"
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Subject
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Bootstrap adjustment 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Cramer-von-Mises statistic 1 Discrete regressors 1 Estimation theory 1 Kolmogorov-Smirnov statistic 1 Monte Carlo simulation 1 Nichtparametrisches Verfahren 1 Nonparametric identification 1 Nonparametric statistics 1 Panel 1 Panel data 1 Panel study 1 Q test 1 Schätztheorie 1 Specification testing 1 Statistical method 1 Statistical test 1 Statistical theory 1 Statistische Methode 1 Statistische Methodenlehre 1 Statistischer Test 1 bootstrap adjustment 1 computational econometrics 1 economic time series 1 financial time series 1 martingale difference 1 multiple comparisons 1 nonparametric test 1 power 1 ranks 1 signs 1 size 1 variance ratio 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Fan, Lijun 1 Ghanem, Dalia 1 Mills, Terence C. 1
Published in...
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International Journal of Computational Economics and Econometrics 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Testing identifying assumptions in nonseparable panel data models
Ghanem, Dalia - In: Journal of econometrics 197 (2017) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10011818355
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Size and power properties of tests of the martingale difference hypothesis: a Monte Carlo study
Fan, Lijun; Mills, Terence C. - In: International Journal of Computational Economics and … 1 (2009) 1, pp. 48-63
This paper compares the performance of a wide range of approaches to testing the martingale difference hypothesis in economic and financial time series. An extensive Monte Carlo experiment is conducted to evaluate and compare the alternative tests under a martingale difference null hypothesis,...
Persistent link: https://www.econbiz.de/10009352404
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