Narrow search
Showing 1 - 10 of 2,315
Cover Image
Central limit theorems and multiplier bootstrap when p is much larger than n
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2012
We derive a central limit theorem for the maximum of a sum of high dimensional random vectors. More precisely, we establish condi- tions under which the distribution of the maximum is approximated by the maximum of a sum of the Gaussian random vectors with the same covariance matrices as the...
Persistent link: https://www.econbiz.de/10009692028
Cover Image
How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
Cover Image
Measurement and estimation of credit migration matrices
Schuermann, Til (contributor); Jafry, Yusuf (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754507
Cover Image
A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G. - 2002
Persistent link: https://www.econbiz.de/10001717796
Cover Image
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi; Hsiao, Cheng; Zinn, Joel - In: Journal of econometrics 112 (2003) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Cover Image
Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
Cover Image
Measurement, estimation and comparison of credit migration matrices
Jafry, Yusuf; Schuermann, Til - In: Journal of banking & finance 28 (2004) 11, pp. 2603-2639
Persistent link: https://www.econbiz.de/10002361880
Cover Image
The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing - In: Economics letters 91 (2006) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003315108
Cover Image
Moran-flavored tests with nuisance parameters: examples
Pinske, Joris - In: Advances in spatial econometrics : methodology, tools …, (pp. 67-77). 2004
Persistent link: https://www.econbiz.de/10003396584
Cover Image
Testing for market efficiency in gambling markets : some observations and new statistical tests based on a bootstrap method
Paya, Ivan A.; Peel, David; Law, David; Peirson, John - In: Information efficiency in financial and betting markets, (pp. 346-365). 2005
Persistent link: https://www.econbiz.de/10003238566