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Subsampling for heteroskedastic time series

Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael - In: Journal of econometrics 81 (1997) 2, pp. 281-317

Persistent link: https://www.econbiz.de/10001229279

Subsampling for econometric models : comments on "bootstrapping time series models"

Politis, Dimitris N. - In: Econometric reviews 15 (1996) 2, pp. 169-176

Persistent link: https://www.econbiz.de/10001198906

Subsampling intervals in autoregressive models with linear time trend

Romano, Joseph P.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 5, pp. 1283-1314

Persistent link: https://www.econbiz.de/10001612104

Improved nonparametric confidence intervals in time series regressions

Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001697178

Exact and approximate stepdown methods for multiple hypothesis testing

Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002110443

Stepwise multiple testing as formalized data snooping

Romano, Joseph P.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1237-1282

Persistent link: https://www.econbiz.de/10003013674

Control of generalized error rates in multiple testing

Romano, Joseph P.; Wolf, Michael - 2005

Persistent link: https://www.econbiz.de/10002951730

Exact and approximate stepdown methods for multiple hypothesis testing

Romano, Joseph P.; Wolf, Michael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 94-108

Persistent link: https://www.econbiz.de/10002702912

Stepwise multiple testing as formalized data snooping

Romano, Joseph P. (contributor); Wolf, Michael (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001939840

A Practical Two-Step Method for Testing Moment Inequalities

Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2014

This paper considers the problem of testing a finite number of moment inequalities. We propose a two-step approach. In the first step, a confidence region for the moments is constructed. In the second step, this set is used to provide information about which moments are “negative.” A...

Persistent link: https://www.econbiz.de/10014040209