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A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models

Yan, Tianshun; Zhang, Liping - In: Portuguese economic journal 19 (2020) 1, pp. 33-47

Persistent link: https://www.econbiz.de/10012254540

A nonparametric specification test for the volatility functions of diffusion processes

Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576

Persistent link: https://www.econbiz.de/10012181335

Nonparametric covariate significance tests for the incidence in cure models

López-Cheda, Ana; Jácome, M. Amalia; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050818

Goodness-of-fit test for a parametric survival function with cure fraction

Geerdens, Candida; Janssen, Paul; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050828

Powerful t-tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378

Persistent link: https://www.econbiz.de/10014551533

Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia

Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613

Persistent link: https://www.econbiz.de/10009544871

Testing the value of directional forecasts in the presence of serial correlation

Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42

Persistent link: https://www.econbiz.de/10010243646

Testing for monotonicity in expected asset returns

Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116

Persistent link: https://www.econbiz.de/10010221769

Identification-robust estimation and testing of the zero-beta CAPM

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: The review of economic studies 80 (2013) 3, pp. 892-924

Persistent link: https://www.econbiz.de/10010204244

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

Persistent link: https://www.econbiz.de/10010254852