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Citations for "Graphical Methods for Investigating the Size and Power of Hypothesis Tests"

by Davidson, Russell & MacKinnon, James G

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Russell Davidson & James G. MacKinnon, 2000. "Improving the Reliability of Bootstrap Tests," Working Papers 995, Queen's University, Department of Economics. [Downloadable!]
  2. Amado, Cristina & Teräsvirta, Timo, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," Working Paper Series in Economics and Finance 691, Stockholm School of Economics. [Downloadable!]
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  3. Russell Davidson & Emmanuel Flachaire, 2004. "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques v04100, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
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  4. Shinn-Juh Lin & Jian Yang, 2000. "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Econometric Society World Congress 2000 Contributed Papers 0063, Econometric Society. [Downloadable!]
  5. Lokshin Boris, 2006. "Monte-Carlo comparison of alternative estimators for dynamic panel data models," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  6. Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," IZA Discussion Papers 2047, Institute for the Study of Labor (IZA). [Downloadable!]
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  7. Günter Coenen, 2000. "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series 09, European Central Bank. [Downloadable!]
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  8. Russell Davidson & Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," Working Papers 1000, Queen's University, Department of Economics. [Downloadable!]
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  9. Nunzio Cappuccio & Diego Lubian, 2001. "Estimation And Inference On Long-Run Equilibria: A Simulation Study," Econometric Reviews, Taylor and Francis Journals, vol. 20(1), pages 61-84. [Downloadable!] (restricted)
  10. Guy Brys & Mia Hubert & Anja Struyf, 2008. "Goodness-of-fit tests based on a robust measure of skewness," Computational Statistics, Springer, vol. 23(3), pages 429-442, July. [Downloadable!] (restricted)
  11. Medeiros, Marcelo & Veiga, Alvaro, 2000. "Diagnostic Checking in a Flexible Nonlinear Time Series Model," Working Paper Series in Economics and Finance 386, Stockholm School of Economics, revised 15 Jan 2001.
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  12. Russell Davidson & James G. MacKinnon, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Papers 1036, Queen's University, Department of Economics. [Downloadable!]
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  13. Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639. [Downloadable!]
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  14. Emmanuel Flachaire, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Université Paris1 Panthéon-Sorbonne halshs-00175910_v1, HAL. [Downloadable!]
  15. Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series /2004/479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  16. Bryan Campbell & Eric Ghysels, 1995. "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers 95s-08, CIRANO. [Downloadable!]
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  17. Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society. [Downloadable!]
  18. Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne halshs-00175929_v1, HAL. [Downloadable!]
  19. Geert Dhaene & J.M.C. Santos Silva, 2008. "A Specification Test for Models Estimated by Quadrature," Economics Discussion Papers 661, University of Essex, Department of Economics. [Downloadable!]
  20. Judith A. Giles, 2000. "Testing for Two-Step Granger Noncausality in Trivariate VAR Models," Econometrics Working Papers 0008, Department of Economics, University of Victoria. [Downloadable!]
  21. Alan Kirman & Gilles Teyssière, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(4), pages 1083-1083. [Downloadable!] (restricted)
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  22. J. Vilar-Fernández & J. Vilar-Fernández & W. González-Manteiga, 2007. "Bootstrap tests for nonparametric comparison of regression curves with dependent errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 123-144, May. [Downloadable!] (restricted)
  23. Diez de los Rios, Antonio & Sentana, Enrique, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers 6516, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  24. Steven Cook, 2001. "Asymmetric unit root tests in the presence of structural breaks under the null," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-10. [Downloadable!]
  25. Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe, 1998. "Feedback covariates unit root tests : an application to the sustainability of fiscal policy," CEPREMAP Working Papers (Couverture Orange) 9810, CEPREMAP. [Downloadable!]
  26. Patrick Richard, 2007. "Sieve bootstrap unit root tests," Cahiers de recherche 07-05, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
  27. Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers 1035, Queen's University, Department of Economics. [Downloadable!]
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  28. Douglas J. Hodgson & Keith Vorkink, 2001. "Efficient Estimation of Conditional Asset Pricing Models," Cahiers de recherche CREFE / CREFE Working Papers 144, CREFE, Université du Québec à Montréal. [Downloadable!]
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  29. Panagiotis Mantalos, 2000. "A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 4(1), pages 17-33. [Downloadable!] (restricted)
  30. Christian de Peretti & Carole Siani, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(3), pages 1239-1239. [Downloadable!] (restricted)
  31. Luc Anselin & Rosina Moreno, 2001. "Properties of tests for spatial error components," ERSA conference papers ersa01p183, European Regional Science Association. [Downloadable!]
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  32. Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002. "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão 461, Department of Economics PUC-Rio (Brazil). [Downloadable!]
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  33. Steven Cook & Neil Manning, 2002. "Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-7. [Downloadable!]
  34. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 8, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
  35. Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008. "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers 2008-19, School of Economics and Management, University of Aarhus. [Downloadable!]
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  36. Michael Creel, 2007. "I ran four million probits last night: HPC clustering with ParallelKnoppix," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 215-223. [Downloadable!]
  37. Grammig, Joachim & Fernandes, Marcelo, 2003. "Nonparametric specification tests for conditional duration models," Economics Working Papers (Ensaios Economicos da EPGE) 502, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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This page was last updated on 2008-12-2.

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