In spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. While marginal inference for population parameters …
Today, generalized linear mixed models (GLMM) are broadly used in many fields. However, the development of tools for performing simultaneous inference has been largely neglected in this domain. A f…
This article presents an adaptive omnibus specification test of asset pricing models where the stochastic discount factor is conditionally affine in the pricing factors. These models provide constr…