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Smith, Richard J. - 1993 - Rev

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Numerical distribution functions of likelihood ratio tests for cointegration

MacKinnon, James G. - 1998

Persistent link: https://www.econbiz.de/10000986762

Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence

Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.

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Tales of testing Bayesians

Drèze, Jacques H. - 1989

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A sequential testing procedure for outliers and structural change

McAleer, Michael; Tse, Y. K. - 1988

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Small sample adjustments for the J-test

Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983

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Sequential stochastic dominance and the robustness of poverty orderings

Duclos, Jean-Yves; Makdissi, Paul - 1999

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Testing for monotonicity in unobservables under unconfoundedness

Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - 2015

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Nonparametric covariate significance tests for the incidence in cure models

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Inference in experiments with matched pairs

Bai, Yuehao; Romano, Joseph P.; Shaikh, Azeem M. - 2019

This paper studies inference for the average treatment effect in randomized controlled trials where treatment status is determined according to a "matched pairs" design. By a "matched pairs" design, we mean that units are sampled i.i.d. from the population of interest, paired according to...

Persistent link: https://www.econbiz.de/10011997352