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Consistent bootstrap tests of parametric regression functions
Whang, Yoon-jae - In: Journal of econometrics 98 (2000) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001497671
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Testing for structural change in conditional models
Hansen, Bruce E. - In: Journal of econometrics 97 (2000) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001487315
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Bootstrap "J" tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Journal of econometrics 109 (2002) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001663896
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How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Giersbergen, Noud P. A. van; Kiviet, J. F. - In: Journal of econometrics 108 (2002) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10001656607
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Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 236 (2023) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
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Testing for structural change in regression with long memory processes
Lazarová, Stěpána - In: Journal of econometrics 129 (2005) 1/2, pp. 329-372
Persistent link: https://www.econbiz.de/10003172800
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Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui; Lee, Ji Hyung - In: Journal of econometrics 213 (2019) 1, pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
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Comparing distributions by multiple testing across quantiles or CDF values
Goldman, Matt; Kaplan, David M. - In: Journal of econometrics 206 (2018) 1, pp. 143-166
Persistent link: https://www.econbiz.de/10012110372