FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2109882561> ?p ?o ?g. }

• W2109882561 abstract "This paper introduces a test for the comparison of multiple misspecified conditional interval models, for the case of dependent observations. Model accuracy is measured using a distributional analog of mean square error, in which the approximation error associated with a given model, say, model i, for a given interval, is measured by the expected squared difference between the conditional confidence interval under model i and the “true” one.When comparing more than two models, a “benchmark” model is specified, and the test is constructed along the lines of the “reality check” of White (2000, Econometrica 68, 1097–1126). Valid asymptotic critical values are obtained via a version of the block bootstrap that properly captures the effect of parameter estimation error. The results of a small Monte Carlo experiment indicate that the test does not have unreasonable finite sample properties, given small samples of 60 and 120 observations, although the results do suggest that larger samples should likely be used in empirical applications of the test.The authors express their gratitude to Don Andrews and an anonymous referee for providing numerous useful suggestions, all of which we feel have been instrumental in improving earlier drafts of this paper. The authors also thank Russell Davidson, Clive Granger, Lutz Kilian, Christelle Viaroux, and seminar participants at the 2002 UK Econometrics Group meeting in Bristol, the 2002 European Econometric Society meetings, the 2002 University of Pennsylvania NSF-NBER time series conference, the 2002 EC2 Conference in Bologna, Cornell University, the State University of New York at Stony Brook, and the University of California at Davis for many helpful comments and suggestions on previous versions of this paper." @default.
• W2109882561 created "2016-06-24" @default.
• W2109882561 creator A5044009212 @default.
• W2109882561 creator A5078970089 @default.
• W2109882561 date "2005-08-22" @default.
• W2109882561 modified "2023-10-09" @default.
• W2109882561 title "A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS" @default.
• W2109882561 cites W1556289036 @default.
• W2109882561 cites W1586147879 @default.
• W2109882561 cites W1830719945 @default.
• W2109882561 cites W1977970167 @default.
• W2109882561 cites W1988303155 @default.
• W2109882561 cites W1999053581 @default.
• W2109882561 cites W2008678606 @default.
• W2109882561 cites W2011969904 @default.
• W2109882561 cites W2039332020 @default.
• W2109882561 cites W2043967969 @default.
• W2109882561 cites W2047629220 @default.
• W2109882561 cites W2047694274 @default.
• W2109882561 cites W2074209423 @default.
• W2109882561 cites W2107703501 @default.
• W2109882561 cites W2108446661 @default.
• W2109882561 cites W2109216286 @default.
• W2109882561 cites W2111656590 @default.
• W2109882561 cites W2114932384 @default.
• W2109882561 cites W2115012618 @default.
• W2109882561 cites W2125407925 @default.
• W2109882561 cites W2135606128 @default.
• W2109882561 cites W2154257821 @default.
• W2109882561 cites W2161512312 @default.
• W2109882561 cites W2167669534 @default.
• W2109882561 cites W2170206178 @default.
• W2109882561 cites W3023021240 @default.
• W2109882561 cites W3123625461 @default.
• W2109882561 cites W3124216392 @default.
• W2109882561 cites W4235016709 @default.
• W2109882561 cites W4246784033 @default.
• W2109882561 doi "https://doi.org/10.1017/s0266466605050498" @default.
• W2109882561 hasPublicationYear "2005" @default.
• W2109882561 type Work @default.
• W2109882561 sameAs 2109882561 @default.
• W2109882561 citedByCount "34" @default.
• W2109882561 countsByYear W21098825612012 @default.
• W2109882561 countsByYear W21098825612014 @default.
• W2109882561 countsByYear W21098825612015 @default.
• W2109882561 countsByYear W21098825612016 @default.
• W2109882561 countsByYear W21098825612018 @default.
• W2109882561 countsByYear W21098825612019 @default.
• W2109882561 countsByYear W21098825612020 @default.
• W2109882561 crossrefType "journal-article" @default.
• W2109882561 hasAuthorship W2109882561A5044009212 @default.
• W2109882561 hasAuthorship W2109882561A5078970089 @default.
• W2109882561 hasConcept C105795698 @default.
• W2109882561 hasConcept C114614502 @default.
• W2109882561 hasConcept C139945424 @default.
• W2109882561 hasConcept C149782125 @default.
• W2109882561 hasConcept C151730666 @default.
• W2109882561 hasConcept C2777267654 @default.
• W2109882561 hasConcept C2778067643 @default.
• W2109882561 hasConcept C33923547 @default.
• W2109882561 hasConcept C44249647 @default.
• W2109882561 hasConcept C86803240 @default.
• W2109882561 hasConceptScore W2109882561C105795698 @default.
• W2109882561 hasConceptScore W2109882561C114614502 @default.
• W2109882561 hasConceptScore W2109882561C139945424 @default.
• W2109882561 hasConceptScore W2109882561C149782125 @default.
• W2109882561 hasConceptScore W2109882561C151730666 @default.
• W2109882561 hasConceptScore W2109882561C2777267654 @default.
• W2109882561 hasConceptScore W2109882561C2778067643 @default.
• W2109882561 hasConceptScore W2109882561C33923547 @default.
• W2109882561 hasConceptScore W2109882561C44249647 @default.
• W2109882561 hasConceptScore W2109882561C86803240 @default.
• W2109882561 hasIssue "05" @default.
• W2109882561 hasLocation W21098825611 @default.
• W2109882561 hasOpenAccess W2109882561 @default.
• W2109882561 hasPrimaryLocation W21098825611 @default.
• W2109882561 hasRelatedWork W1497739556 @default.
• W2109882561 hasRelatedWork W2102148524 @default.
• W2109882561 hasRelatedWork W2621951291 @default.
• W2109882561 hasRelatedWork W2626189183 @default.
• W2109882561 hasRelatedWork W2765248831 @default.
• W2109882561 hasRelatedWork W2973113505 @default.
• W2109882561 hasRelatedWork W3086618278 @default.
• W2109882561 hasRelatedWork W4226285110 @default.
• W2109882561 hasRelatedWork W4385074335 @default.
• W2109882561 hasRelatedWork W641782856 @default.
• W2109882561 hasVolume "21" @default.
• W2109882561 isParatext "false" @default.
• W2109882561 isRetracted "false" @default.
• W2109882561 magId "2109882561" @default.
• W2109882561 workType "article" @default.