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A multiple testing approach to the regularisation of large sample correlation matrice

Bailey, Natalia; Peseran, Hashem; Smith, L. Vanessa - 2014

Persistent link: https://www.econbiz.de/10010366306

On the power of bootstrap tests for stationarity : a Monte Carlo comparison

Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998

Persistent link: https://www.econbiz.de/10010344368

Robust performance hypothesis testing with the variance

Ledoit, Olivier; Wolf, Michael - 2010

Persistent link: https://www.econbiz.de/10008988601

A nonparametric symmetry test for absolutely continuous bivariate copulas

Erdely, Arturo; González-Barrios, José M. - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 4, pp. 541-565

Persistent link: https://www.econbiz.de/10008728772

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 DSGE models by indirect inference and other methods : some Monte Carlo experiments

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2012

Using Monte Carlo experiments, we examine the performance of Indirect Inference tests of DSGE models, usually versions of the Smets-Wouters New Keynesian model of the US postwar period. We compare these with tests based on direct inference (using the Likelihood Ratio), and on the Del...

Persistent link: https://www.econbiz.de/10009563550