Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
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- Gossner, Olivier & Schlag, Karl H., 2013.
"Finite-sample exact tests for linear regressions with bounded dependent variables,"
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- Olivier Gossner & Karl H. Schlag, 2013. "Finite-sample exact tests for linear regressions with bounded dependent variables," PSE-Ecole d'économie de Paris (Postprint) halshs-00879792, HAL.
- Olivier Gossner & Karl H. Schlag, 2013. "Finite-sample exact tests for linear regressions with bounded dependent variables," Post-Print halshs-00879792, HAL.
- Oliver Gossner & Karl Schlag, 2012. "Finite Sample Exact tests for Linear," Vienna Economics Papers 1201, University of Vienna, Department of Economics.
- Kaveh Salehzadeh Nobari, 2021. "Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions," Papers 2111.04919, arXiv.org.
- Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
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More about this item
Keywords
Sign test Point-optimal test Nonlinear model Heteroskedasticity Exact inference Distribution-free Power envelope Split-sample Adaptive method Projection;Statistics
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