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The validity of bootstrap testing for threshold autoregression
Giannerini, Simone; Goracci, Greta; Rahbek, Anders - In: Journal of econometrics 239 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073962
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Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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Jackknife empirical likelihood for inequality constraints on regular functionals
Chen, Ruxin; Tabri, Rami V. - In: Journal of econometrics 221 (2021) 1, pp. 68-77
Persistent link: https://www.econbiz.de/10012618798
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An improved bootstrap test for restricted stochastic dominance
Lok, Thomas M.; Tabri, Rami V. - In: Journal of econometrics 224 (2021) 2, pp. 371-393
Persistent link: https://www.econbiz.de/10013275388
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Testing for the presence of jump components in jump diffusion models
Wang, Bin; Zheng, Xu - In: Journal of econometrics 230 (2022) 2, pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Identification-robust nonparametric inference in a linear IV model
Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014434375
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Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10010254992
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Tests based on t-statistics for IV regression with weak instruments
Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas P. - In: Journal of econometrics 182 (2014) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10010497752
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Efficient estimation with time-varying information and the New Keynesian Phillips Curve
Antoine, Bertille; Boldea, Otilia - In: Journal of econometrics 204 (2018) 2, pp. 268-300
Persistent link: https://www.econbiz.de/10011974733