A New Procedure For Multiple Testing Of Econometric Models
Year of publication: |
2011-05-25
|
---|---|
Authors: | King, Maxwell L. ; Zhang, Xibin ; Akram, Muhammad |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Bootstrapping | consistency | information matrix test | Markov chain Monte Carlo simulation | multivariate kernel density | normality | serial correlation | test vector |
-
Hypothesis testing based on a vector of statistics
King, Maxwell L., (2020)
-
A simple and effective misspecification test for the double-hurdle model
Lucchetti, Riccardo, (2014)
-
A simple and effective misspecification test for the double-hurdle model
Lucchetti, Riccardo, (2014)
- More ...
-
Bayesian semiparametric GARCH models
Zhang, Xibin, (2011)
-
Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
Zhang, Xibin, (2011)
-
Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors
Zhang, Xibin, (2013)
- More ...