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~isPartOf:"Applied financial economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of regional science"
~subject:"Statistical test"
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Search: subject_exact:"Autocorrelation"
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1
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
2
Score test for parameter change in Poisson autoregressive models
Kang, Jiwon
;
Song, Junmo
- In:
Economics letters
160
(
2017
),
pp. 33-37
Persistent link: https://www.econbiz.de/10011903734
Saved in:
3
A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
4
Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
Saved in:
5
A robust test for weak instruments
Olea, José Luis Montiel
;
Pflueger, Carolin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
Saved in:
6
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
7
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
8
A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele
- In:
Economics letters
117
(
2012
)
3
,
pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
Saved in:
9
On the size and power of normalized autocorrelation coefficients
Kwan, Andy Cheuk-chiu
;
Sim, Ah-boon
;
Wu, Yangru
- In:
Applied financial economics
15
(
2005
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10002529517
Saved in:
10
On the size and power of testing for no autocorrelation under weak assumptions
Su, Jen-je
- In:
Applied financial economics
15
(
2005
)
4
,
pp. 247-257
Persistent link: https://www.econbiz.de/10002606239
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