On the Power of Bootstrapped Specification Tests (English)
- New search for: Dominguez, M. A.
- New search for: Dominguez, M. A.
In:
ECONOMETRIC REVIEWS
;
23
;
215-228
;
2004
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ISSN:
- Article (Journal) / Print
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Title:On the Power of Bootstrapped Specification Tests
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Contributors:Dominguez, M. A. ( author )
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Published in:ECONOMETRIC REVIEWS ; 23 ; 215-228
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Publisher:
- New search for: MARCEL DEKKER, INC.
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Publication date:2004-01-01
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Size:14 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 330.015195
- Further information on Dewey Decimal Classification
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Classification:
DDC: 330.015195 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 23
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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On the Distribution of Likelihood Ratio Test Statistics for Cointegration RankNielsen, B. et al. | 2004
- 25
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Estimator Choice and Fisher's Paradox: A Monte Carlo StudyCaporale, G. M. / Pittis, N. et al. | 2004
- 53
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Automatic Block-Length Selection for the Dependent BootstrapPolitis, D. N. / White, H. et al. | 2004
- 71
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A Small-Sample Estimator for the Sample-Selection ModelGolan, A. / Moretti, E. / Perloff, J. M. et al. | 2004
- 93
-
Empirical Characteristic Function Estimation and Its ApplicationsYu, J. et al. | 2004
- 125
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Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit ModelGreene, W. et al. | 2004
- 149
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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and DividendsHarris, R. D. F. / Tzavalis, E. et al. | 2004
- 167
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A Note on the Role of the Propensity Score for Estimating Average Treatment EffectsFrolich, M. et al. | 2004
- 175
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Forecast Evaluation in the Presence of Unobserved VolatilityChristodoulakis, G. A. / Satchell, S. E. et al. | 2004
- 199
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Estimating Long and Short Run Effects in Static Panel ModelsEgger, P. / Pfaffermayr, M. et al. | 2004
- 215
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On the Power of Bootstrapped Specification TestsDominguez, M. A. et al. | 2004
- 229
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Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown FormHodgson, D. J. et al. | 2004
- 259
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Unit Root Tests Under Time-Varying VariancesCavaliere, G. et al. | 2004
- 293
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Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power ParityMoon, H. R. / Perron, B. et al. | 2004
- 325
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Bootstrap Tests of Nonnested Hypotheses: Some Further ResultsGodfrey, L. G. / Silva, J. M. C. S. et al. | 2004
- 341
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The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of DataBoero, G. / Smith, J. / Wallis, K. F. et al. | 2004
- 371
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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?Inoue, A. / Kilian, L. et al. | 2004