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Stock returns are not always from the same distribution : evidence from the Great Recession

Michail, Nektarios A.; Magidou, Marina - In: Investment management and financial innovations 17 (2020) 3, pp. 189-204

Persistent link: https://www.econbiz.de/10012405647

Inference for local distributions at high sampling frequencies : a bootstrap approach

Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10012439150

Kolmogorov-Smirnov type test for generated variables

Otsu, Taisuke; Taniguchi, Go - In: Economics letters 195 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012509990

Improved estimation of the memory parameter

Reschenhofer, Erhard; Mangat, Manveer Kaur; Stark, Thomas - In: Theoretical economics letters 10 (2020) 1, pp. 47-68

Persistent link: https://www.econbiz.de/10012491433

A Kolmogorov-Smirnov based test for comparing the predictive accuracy of two sets of forecasts

Hassani, Hossein; Silva, Sirimal Emmanuel - In: Econometrics 3 (2015) 3, pp. 590-609

forecasts. We propose a non-parametric test founded upon the principles of the Kolmogorov-Smirnov (KS) test, referred to as the …

Persistent link: https://www.econbiz.de/10011755295

Nonparametric testing for exogeneity with discrete regressors and instruments

Bech, Katarzyna; Hillier, Grant H. - 2015

This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and instruments. Our interest is in learning about an unknown structural (conditional mean) function. An interesting feature of these models is that under endogeneity the identifying...

Persistent link: https://www.econbiz.de/10010490262

Who gives direction to statistical testing? : best practice meets mathematically correct tests

Schlag, Karl H. - 2015

Persistent link: https://www.econbiz.de/10011420965

A Kolmogorov-Smirnov based test for comparing the predictive accuracy of two sets of forecasts

Hassani, Hossein; Silva, Sirimal Emmanuel - In: Econometrics : open access journal 3 (2015) 3, pp. 590-609

forecasts. We propose a non-parametric test founded upon the principles of the Kolmogorov-Smirnov (KS) test, referred to as the …

Persistent link: https://www.econbiz.de/10011410629

Testing for unit roots in panel data with boundary crossing counts

Frakas, Peter; Mátyás, László - 2015

Persistent link: https://www.econbiz.de/10011623583

Who Gives Direction to Statistical Testing? Best Practice Meets Mathematically Correct Tests

Schlag, Karl H. - 2015

We are interested in statistical tests that are able to uncover that one method is better than another one. The Wilcoxon-Mann-Whitney rank-sum and the Wilcoxon sign-rank test are the most popular tests for showing that two methods are different. Yet all of the 32 papers in Economics we surveyed...

Persistent link: https://www.econbiz.de/10013015397

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