Book contents
- Frontmatter
- Contents
- List of Contributors
- Preface
- Part I Identification and Efficient Estimation
- Part II Asymptotic Approximations
- 8 Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators
- 9 Higher-order Improvements of the Parametric Bootstrap for Markov Processes
- 10 The Performance of Empirical Likelihood and Its Generalizations
- 11 Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters
- 12 Empirical Evidence Concerning the Finite Sample Performance of EL-type Structural Equation Estimation and Inference Methods
- 13 How Accurate is the Asymptotic Approximation to the Distribution of Realised Variance?
- 14 Testing the Semiparametric Box–Cox Model with the Bootstrap
- Part III Inference Involving Potentially Nonstationary Time Series
- Part IV Nonparametric and Semiparametric Inference
14 - Testing the Semiparametric Box–Cox Model with the Bootstrap
Published online by Cambridge University Press: 24 February 2010
Book contents
- Frontmatter
- Contents
- List of Contributors
- Preface
- Part I Identification and Efficient Estimation
- Part II Asymptotic Approximations
- 8 Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators
- 9 Higher-order Improvements of the Parametric Bootstrap for Markov Processes
- 10 The Performance of Empirical Likelihood and Its Generalizations
- 11 Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters
- 12 Empirical Evidence Concerning the Finite Sample Performance of EL-type Structural Equation Estimation and Inference Methods
- 13 How Accurate is the Asymptotic Approximation to the Distribution of Realised Variance?
- 14 Testing the Semiparametric Box–Cox Model with the Bootstrap
- Part III Inference Involving Potentially Nonstationary Time Series
- Part IV Nonparametric and Semiparametric Inference
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- Identification and Inference for Econometric ModelsEssays in Honor of Thomas Rothenberg, pp. 332 - 354Publisher: Cambridge University PressPrint publication year: 2005