Exact Optimal and Adaptive Inference in Linear and Nonlinear Models under Heteroskedasticity and Non-Normality of Unknown Forms Conference Contributions uri icon

authors

  • TAAMOUTI, ABDERRAHIM
  • DUFOUR, JEAN-MARIE

event

  • 2nd International Workshop on Computational and Financial Econometrics

event place

  • NEUCH├éTEL

country

  • SUIZA

participation category

  • PONENCIA

main title

  • Computational Statistics & Data Analysis: The Fifth Special Issue on Computational Econometrics

publication date

  • 2010

start page

  • 2532

end page

  • 2553

isbn

  • 0167-9473

keywords

  • sign test; point-optimal test; nonlinear model; heteroskedasticity; exact inference; distribution-free; power envelope; split-sample; adaptive method; projection