Search Results - subject_exact:"Statistical test"

ROBIST : robust optimization by iterative scenario sampling and statistical testing

Starreveld, Justin; Jin, Guanyu; Hertog, Dirk den; … - In: Computers & operations research : an international journal 185 (2026), pp. 1-16

Persistent link: https://www.econbiz.de/10015534326

Overinference from weak signals and underinference from strong signals

Augenblick, Ned; Lazarus, Eben; Thaler, Michael - In: The quarterly journal of economics 140 (2025) 1, pp. 335-401

Persistent link: https://www.econbiz.de/10015359019

Does liquidity management induce fragility in treasury prices? : evidence from bond mutual funds

Huang, Shiyang; Jiang, Wenxi; Liu, Xiaoxi; Liu, Xin - In: The review of financial studies 38 (2025) 2, pp. 337-380

Persistent link: https://www.econbiz.de/10015371019

Quantile-based test for heterogeneous treatment effects

Chung, EunYi; Olivares, Mauricio - In: Journal of applied econometrics 40 (2025) 1, pp. 3-17

Persistent link: https://www.econbiz.de/10015372703

Bonferroni-type tests for return predictability with possibly trending predictors

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of applied econometrics 40 (2025) 1, pp. 37-56

Persistent link: https://www.econbiz.de/10015372710

A novel approach to predictive accuracy testing in nested environments

Pitarakis, Jean-Yves - In: Econometric theory 41 (2025) 1, pp. 35-78

Persistent link: https://www.econbiz.de/10015374590

Valid heteroskedasticity robust testing

Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometric theory 41 (2025) 2, pp. 249-301

Persistent link: https://www.econbiz.de/10015374599

Linear regression with weak exogeneity

Mikusheva, Anna; Sølvsten, Mikkel - In: Quantitative economics : QE ; journal of the … 16 (2025) 2, pp. 367-403

This paper studies linear time‐series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structural error to have zero conditional expectation given present and past regressor values, allowing errors to...

Persistent link: https://www.econbiz.de/10015423082

Empirical evaluation of competing high-frequency estimators of quadratic variation

Bowers, Colin; Heaton, Christopher - In: Journal of financial econometrics 23 (2025) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10015425421

Negative control falsification tests for instrumental variable designs

Danieli, Oren; Nevo, Daniel; Walk, Itai; Weinstein, Bar; … - 2025 - Draft: April 9, 2025

Persistent link: https://www.econbiz.de/10015426424