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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
Persistent link: https://www.econbiz.de/10009535935
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Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - 2017
Persistent link: https://www.econbiz.de/10011670177
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Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2020
Persistent link: https://www.econbiz.de/10012491888
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
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Asymmetries and the forward premium puzzle
Coakley, Jerry; Fuertes, Ana María - 1999
Persistent link: https://www.econbiz.de/10001465704
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European spreads at the interest rate lower bound
Coroneo, Laura; Pastorello, Sergio - 2017
Persistent link: https://www.econbiz.de/10011759748
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A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
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Gross non-normality and the quality of a simple approximation to the p-value of a routine test of non-nested regressions
Szroeter, Jerzy - 1998
Persistent link: https://www.econbiz.de/10001426430
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The geometry of similar tests for structural change
Forchini, Giovanni - 2000
Persistent link: https://www.econbiz.de/10001541337
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A randomized procedure for choosing data transformation
Corradi, Valentina; Swanson, Norman R. - 2001
Persistent link: https://www.econbiz.de/10001616579