Similar Search Results - EconBiz

Testing the equality of two positive-definite matrices with application to information matrix testing

Cho, Jin Seo; White, Halbert - In: Essays in honor of Peter C. B. Phillips, (pp. 491-556). 2014

Persistent link: https://www.econbiz.de/10010442843

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

Cho, Jin Seo; White, Halbert - In: Essays in honor of Peter C.B. Phillips, (pp. 491-556). 2014

We provide a new characterization of the equality of two positive-definite matrices A and B , and we use this to propose several new computationally convenient statistical tests for the equality of two unknown positive-definite matrices. Our primary focus is on testing the information matrix...

Persistent link: https://www.econbiz.de/10015369566

Minimum distance testing and top income shares in Korea /

Cho, Jin Seo; Park, Myung-Ho; Phillips, Peter C. B. - 2015

Persistent link: https://www.econbiz.de/10011312313

Comprehensive testing of linearity against the smooth transition autoregressive model

Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - 2019 - This version: August 2019

Persistent link: https://www.econbiz.de/10012316842

Parametric statistical estimation with artificial neural networks

White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000841563

Determination of estimators with minimum asymptotic covariance matrices

Bates, Charles E.; White, Halbert - 1992 - Rev

Persistent link: https://www.econbiz.de/10000841569

Comments on testing economic theories and the use of model selection criteria

Granger, C. W. J.; King, Maxwell L.; White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000841633

Consistent specification testing with unidentified nuisance parameters using duality and Banach space limit theory

Stinchcombe, Maxwell B.; White, Halbert - 1993

Persistent link: https://www.econbiz.de/10000862844

Consistent specification testing with nuisance parameters present only under the alternative

Stinchcombe, Maxwell B. - In: Econometric theory 14 (1998) 3, pp. 295-325

Persistent link: https://www.econbiz.de/10001245316

Comments on testing economic theories and the use of model selection criteria

Granger, C. W. J. - In: Journal of econometrics 67 (1995) 1, pp. 173-187

Persistent link: https://www.econbiz.de/10001333012

A service of the