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Uniform inference for value functions

Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Parker, Thomas - In: Journal of econometrics 235 (2023) 2, pp. 1680-1699

Persistent link: https://www.econbiz.de/10014471422

Uniform inference after pretesting for exogeneity

Doko Tchatoka, Firmin; Wang, Wenjie - 2020

Persistent link: https://www.econbiz.de/10012426283

The uniform validity of impulse response inference in autoregressions

Inoue, Atsushi; Kilian, Lutz - 2019 - This version: August 11, 2019

bootstrap inference about individual impulse responses and vectors of impulse responses when the horizon is fixed with respect … (1999). The conventional bootstrap percentile interval for impulse responses based on this approach remains accurate even at …

Persistent link: https://www.econbiz.de/10012227499

The uniform validity of impulse response inference in autoregressions

Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 215 (2020) 2, pp. 450-472

Persistent link: https://www.econbiz.de/10012439494

The uniform validity of impulse response inference in autoregressions

Inoue, Atsushi; Kilian, Lutz - 2019

Persistent link: https://www.econbiz.de/10012033739

Fast algorithms for the quantile regression process

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10012819429

Testing rebalancing strategies for stock-bond portfolios across different asset allocations

Dichtl, Hubert; Drobetz, Wolfgang; Wambach, Martin - In: Applied economics 48 (2016) 7/9, pp. 772-788

Persistent link: https://www.econbiz.de/10011414025

Statistical inference for the Russell measure of technical efficiency

Badunenko, Oleg; Mozharovskyi, Pavlo - In: Journal of the Operational Research Society 71 (2020) 3, pp. 517-527

Persistent link: https://www.econbiz.de/10012216658

Bootstrap inference for group factor models

Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - In: Journal of financial econometrics 23 (2025) 2, pp. 1-70

Persistent link: https://www.econbiz.de/10015339830

Testing macro models by indirect inference : a survey for users

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015

With Monte Carlo experiments on models in widespread use we examine the performance of indirect inference (II) tests of DSGE models in small samples. We compare these tests with ones based on direct inference (using the Likelihood Ratio, LR). We find that both tests have power so that a...

Persistent link: https://www.econbiz.de/10011317836