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statistics, based on ordinary ranks and signs.An asymptotic representation theory a la H ajek is developed here for such … statistics, both in the nonserial and in the serial case.The corresponding asymptotic normality results clearly show how the …
Persistent link: https://www.econbiz.de/10011091147
-stage modelling procedure?This paper addresses the often occurring situation in econometrics of applying standard statistics to …
Persistent link: https://www.econbiz.de/10011091906
This paper offers an alternative technique to derive the limiting distribution of residual-based statistics or, more … general, the limiting distribution of statistics with estimated nuisance parameters.This technique allows us to unify many … difficult to establish, e.g., rank-based statistics.We essentially replace this differentiability condition with a …
Persistent link: https://www.econbiz.de/10011092694