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Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - 2014

We explore the benefits of forecast combinations based on forecast- encompassing tests compared to simple averages and to Bates-Granger combinations. We also consider a new combination method that fuses test-based and Bates-Granger weighting. For a realistic simulation design, we generate...

Persistent link: https://www.econbiz.de/10010459181

Bonferroni-based size-correction for nonstandard testing problems

McCloskey, Adam - In: Journal of econometrics 200 (2017) 1, pp. 17-35

Persistent link: https://www.econbiz.de/10011897687

Tests of additional conditional moment restrictions

Parente, Paulo M. D. C.; Smith, Richard J. - In: Journal of econometrics 200 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011897684

Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix

Lee, Wei-Ming; Kuan, Chung-ming; Hsu, Yu-Chin - In: Journal of econometrics 181 (2014) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10010473309

Instrument strength in IV estimation and inference : a guide to theory and practice

Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653

Persistent link: https://www.econbiz.de/10014471419

Testing identification strength

Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293

Persistent link: https://www.econbiz.de/10012483002

Testing distributional assumptions using a continuum of moments

Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689

Persistent link: https://www.econbiz.de/10012483175