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The bias of elasticity estimators in linear regression : some analytic results
Chen, Qian; Giles, David E. A. - In: Economics letters 94 (2007) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10003417249
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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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Skewness and kurtosis trades
Blaskowitz, Oliver J. (contributor);  … - 2004
In this paper we investigate the profitability of 'skewness trades' and 'kurtosis trades' based on comparisons of implied state price densities versus historical densities. In particular, we examine the ability of SPD comparisons to detect structural breaks in the options market behaviour. While...
Persistent link: https://www.econbiz.de/10003023017
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Spurious logarithms and the KPSS statistic
Jong, Robert M. de; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
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The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok; Schmidt, Peter - In: Economics letters 74 (2001) 1, pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
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The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A. - In: Economics letters 36 (1991) 1, pp. 37-41
Persistent link: https://www.econbiz.de/10001104858
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A modification of the Schmidt-Phillips unit root test
Schmidt, Peter - In: Economics letters 36 (1991) 3, pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
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Some consequences of using the Chow test in the context of autocorrelated disturbances
Giles, David E. A. - In: Economics letters 38 (1992) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10001122959
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The KPSS stationarity test as a unit root test
Shin, Yongcheol - In: Economics letters 38 (1992) 4, pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
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The exact distribution of R2 when the regression disturbances are autocorrelated
Carrodus, Mark L. - In: Economics letters 38 (1992) 4, pp. 375-380
Persistent link: https://www.econbiz.de/10001125479