Bootstrap Diagnostic Tests
Fuente:
arXiv
Guardado en:
| Autores principales: | Cavaliere, Giuseppe, Fanelli, Luca, Georgiev, Iliyan |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Inference under random limit bootstrap measures
por: Cavaliere, Giuseppe, et al.
Publicado: (2019)
por: Cavaliere, Giuseppe, et al.
Publicado: (2019)
Parameters on the boundary in predictive regression
por: Cavaliere, Giuseppe, et al.
Publicado: (2024)
por: Cavaliere, Giuseppe, et al.
Publicado: (2024)
Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
por: Cavaliere, Giuseppe, et al.
Publicado: (2025)
por: Cavaliere, Giuseppe, et al.
Publicado: (2025)
Bootstrap consistency for general double/debiased machine learning estimators
por: Lin, Ziming, et al.
Publicado: (2026)
por: Lin, Ziming, et al.
Publicado: (2026)
A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
por: Reichold, Karsten, et al.
Publicado: (2022)
por: Reichold, Karsten, et al.
Publicado: (2022)
Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation
por: Chetverikov, Denis, et al.
Publicado: (2021)
por: Chetverikov, Denis, et al.
Publicado: (2021)
Sparse High-Dimensional Vector Autoregressive Bootstrap
por: Adamek, Robert, et al.
Publicado: (2023)
por: Adamek, Robert, et al.
Publicado: (2023)
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
por: Cattaneo, Matias D., et al.
Publicado: (2023)
por: Cattaneo, Matias D., et al.
Publicado: (2023)
Encompassing Tests for Nonparametric Regressions
por: Lapenta, Elia, et al.
Publicado: (2022)
por: Lapenta, Elia, et al.
Publicado: (2022)
Superconsistency of Tests in High Dimensions
por: Kock, Anders Bredahl, et al.
Publicado: (2021)
por: Kock, Anders Bredahl, et al.
Publicado: (2021)
Testing Conditional Stochastic Dominance at Target Points
por: Bugni, Federico A., et al.
Publicado: (2025)
por: Bugni, Federico A., et al.
Publicado: (2025)
Conditional Likelihood Ratio Test with Many Weak Instruments
por: Ayyar, Sreevidya, et al.
Publicado: (2022)
por: Ayyar, Sreevidya, et al.
Publicado: (2022)
Testing for Endogeneity: A Moment-Based Bayesian Approach
por: Chib, Siddhartha, et al.
Publicado: (2026)
por: Chib, Siddhartha, et al.
Publicado: (2026)
An Identification and Dimensionality Robust Test for Instrumental Variables Models
por: Navjeevan, Manu
Publicado: (2023)
por: Navjeevan, Manu
Publicado: (2023)
Testing for equivalence of pre-trends in Difference-in-Differences estimation
por: Dette, Holger, et al.
Publicado: (2023)
por: Dette, Holger, et al.
Publicado: (2023)
A Consistent ICM-based $χ^2$ Specification Test
por: Jiang, Feiyu, et al.
Publicado: (2022)
por: Jiang, Feiyu, et al.
Publicado: (2022)
Testing for sparse idiosyncratic components in factor-augmented regression models
por: Beyhum, Jad, et al.
Publicado: (2023)
por: Beyhum, Jad, et al.
Publicado: (2023)
Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
por: Lee, Adam
Publicado: (2024)
por: Lee, Adam
Publicado: (2024)
A Residuals-Based Nonparametric Variance Ratio Test for Cointegration
por: Reichold, Karsten
Publicado: (2022)
por: Reichold, Karsten
Publicado: (2022)
On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
por: Feng, XinWei, et al.
Publicado: (2025)
por: Feng, XinWei, et al.
Publicado: (2025)
The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
por: Casini, Alessandro
Publicado: (2021)
por: Casini, Alessandro
Publicado: (2021)
Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression
por: Moreira, Marcelo J., et al.
Publicado: (2026)
por: Moreira, Marcelo J., et al.
Publicado: (2026)
Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty
por: Liu, Kaizhao, et al.
Publicado: (2024)
por: Liu, Kaizhao, et al.
Publicado: (2024)
Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
por: Fernández, Andrés Aradillas, et al.
Publicado: (2025)
por: Fernández, Andrés Aradillas, et al.
Publicado: (2025)
Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis
por: Rui, Cui, et al.
Publicado: (2024)
por: Rui, Cui, et al.
Publicado: (2024)
Numerical Analysis of Test Optimality
por: Ketz, Philipp, et al.
Publicado: (2025)
por: Ketz, Philipp, et al.
Publicado: (2025)
Testing Monotonicity in a Finite Population
por: Chen, Jiafeng, et al.
Publicado: (2025)
por: Chen, Jiafeng, et al.
Publicado: (2025)
Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
por: Shi, Zhaoyang, et al.
Publicado: (2024)
por: Shi, Zhaoyang, et al.
Publicado: (2024)
A Test for Jumps in Metric-Space Conditional Means
por: Van Dijcke, David
Publicado: (2025)
por: Van Dijcke, David
Publicado: (2025)
Inference for Synthetic Controls via Refined Placebo Tests
por: Lei, Lihua, et al.
Publicado: (2024)
por: Lei, Lihua, et al.
Publicado: (2024)
Bootstrapping Fisher Market Equilibrium and First-Price Pacing Equilibrium
por: Liao, Luofeng, et al.
Publicado: (2024)
por: Liao, Luofeng, et al.
Publicado: (2024)
Canonical correlation analysis of stochastic trends via functional approximation
por: Franchi, Massimo, et al.
Publicado: (2024)
por: Franchi, Massimo, et al.
Publicado: (2024)
Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
por: Hounyo, Ulrich, et al.
Publicado: (2026)
por: Hounyo, Ulrich, et al.
Publicado: (2026)
A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
por: Fan, Qingliang, et al.
Publicado: (2022)
por: Fan, Qingliang, et al.
Publicado: (2022)
A sliced Wasserstein and diffusion approach to random coefficient models
por: Lim, Keunwoo, et al.
Publicado: (2025)
por: Lim, Keunwoo, et al.
Publicado: (2025)
Efficient Difference-in-Differences and Event Study Estimators
por: Chen, Xiaohong, et al.
Publicado: (2025)
por: Chen, Xiaohong, et al.
Publicado: (2025)
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
por: Li, Degui, et al.
Publicado: (2025)
por: Li, Degui, et al.
Publicado: (2025)
Inference on effect size after multiple hypothesis testing
por: Dzemski, Andreas, et al.
Publicado: (2025)
por: Dzemski, Andreas, et al.
Publicado: (2025)
Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps
por: Boniece, B. Cooper, et al.
Publicado: (2025)
por: Boniece, B. Cooper, et al.
Publicado: (2025)
Robust Cauchy-Based Methods for Predictive Regressions
por: Ibragimov, Rustam, et al.
Publicado: (2025)
por: Ibragimov, Rustam, et al.
Publicado: (2025)
Ejemplares similares
-
Inference under random limit bootstrap measures
por: Cavaliere, Giuseppe, et al.
Publicado: (2019) -
Parameters on the boundary in predictive regression
por: Cavaliere, Giuseppe, et al.
Publicado: (2024) -
Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
por: Cavaliere, Giuseppe, et al.
Publicado: (2025) -
Bootstrap consistency for general double/debiased machine learning estimators
por: Lin, Ziming, et al.
Publicado: (2026) -
A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
por: Reichold, Karsten, et al.
Publicado: (2022)