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Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator

Ma, Jun; Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 211 (2019) 2, pp. 507-538

Persistent link: https://www.econbiz.de/10012303834

Simultaneous inference for time-varying models

Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao - In: Journal of econometrics 227 (2022) 2, pp. 408-428

Persistent link: https://www.econbiz.de/10013442109

Properties of the nonparametric autoregressive bootstrap

Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; … - 1998

sequence. This is achieved by using well-established coupling techniques. Then we apply the result to the bootstrap process and … method to construct simultaneous confidence bands and supremum-type tests for the autoregression function as well as to …

Persistent link: https://www.econbiz.de/10010309890

Properties of the nonparametric autoregressive bootstrap

Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; … - Sonderforschungsbereich 373, Quantifikation und … - 1998

Persistent link: https://www.econbiz.de/10010983513

Conditional quantile processes based on series or many regressors

Belloni, Alexandre; Chernozhukov, Victor; Četverikov, … - In: Journal of econometrics 213 (2019) 1, pp. 4-29

Persistent link: https://www.econbiz.de/10012304540

Goodness-of-Fit Tests in Nonparametric Regression

Einmahl, John; van Keilegom, I. - Tilburg University, Center for Economic Research - 2006

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

Persistent link: https://www.econbiz.de/10011091096

Parametric bootstrap tests for continuous and discrete distributions

Szűcs, Gábor - In: Metrika 67 (2008) 1, pp. 63-81

Persistent link: https://www.econbiz.de/10005598707

A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence

Scaillet, Olivier - Swiss Finance Institute - 2005

We consider a consistent test, that is similar to a Kolmogorov-Smirnov test, of the complete set of restrictions that relate to the copula representation of positive quadrant dependence. For such a test we propose and justify inference relying on a simulation based multiplier method and a...

Persistent link: https://www.econbiz.de/10005612063

Quantile Processes in the Presence of Auxiliary Information

Zhang, Biao - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 35-55

Persistent link: https://www.econbiz.de/10005616264

Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process

Kojadinovic, Ivan; Yan, Jun - In: Annals of the Institute of Statistical Mathematics 63 (2011) 2, pp. 347-373

Persistent link: https://www.econbiz.de/10008925554