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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1214-1237
Persistent link: https://www.econbiz.de/10012704810
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2
A portmanteau test for correlation in short panels
Jochmans, Koen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
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3
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
4
A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi
;
Solon, Gary
- In:
Econometric theory
22
(
2006
)
5
,
pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
Saved in:
5
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
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