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The variance ratio test : an analysis of size and power based on a continuous-time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Econometric theory 21 (2005) 3, pp. 562-592
Persistent link: https://www.econbiz.de/10002794767
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The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.; Tabova, Alexandra; Wong, Vivian - 2014
Persistent link: https://www.econbiz.de/10010475313
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The anatomy of financial vulnerabilities and crises
Lee, Seung Jung; Posenau, Kelly E.; Stebunovs, Viktors - 2017
Persistent link: https://www.econbiz.de/10011629958
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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.; Game, Aaron L. - 2011
Persistent link: https://www.econbiz.de/10009405709
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Testing for exogeneity in threshold models
Kapetanios, George - In: Econometric theory 26 (2010) 1, pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Nonparametric nonstationarity tests
Bandi, Federico M.; Corradi, Valentina - In: Econometric theory 30 (2014) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
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A nonparametric test of significant variables in gradients
Yao, Feng; Wang, Taining - In: Econometric theory 37 (2021) 5, pp. 959-1003
Persistent link: https://www.econbiz.de/10012656390