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A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - In: Econometric theory 26 (2010) 3, pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
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A portmanteau test for correlation in short panels
Jochmans, Koen - In: Econometric theory 36 (2020) 6, pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10009778510
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The size distortion of bootstrap tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
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How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometric theory 39 (2023) 4, pp. 789-847
Persistent link: https://www.econbiz.de/10014342265
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Tests of the martingale difference hypothesis using boosting and RBF neural network approximations
Kapetanios, George; Blake, Andrew P. - In: Econometric theory 26 (2010) 5, pp. 1363-1397
Persistent link: https://www.econbiz.de/10008662665
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Specification test for conditional distribution with functional data
Ferraty, Frederic; Quintela del Río, Alejandro; Vieu, … - In: Econometric theory 28 (2012) 2, pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
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Testing for homogeneity in mixture models
Gu, Jiaying; Koenker, Roger; Volgushev, Stanislav - In: Econometric theory 34 (2018) 4, pp. 850-895
Persistent link: https://www.econbiz.de/10011951435
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Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B. - In: Econometric theory 37 (2021) 3, pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
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Testing for homogeneous thresholds in threshold regression models
Lee, Yoonseok; Wang, Yulong - In: Econometric theory 40 (2024) 3, pp. 608-651
Persistent link: https://www.econbiz.de/10015055108