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subject:"USA"
~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Monetary policy"
~subject:"Theorie"
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91
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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92
A nonparametric approach to test for predictability
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Economics letters
148
(
2016
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011619752
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93
A robustified Jarque-Bera test for multivariate normality
Kim, Namhyun
- In:
Economics letters
140
(
2016
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011615965
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94
A test for changing trends with monotonic power
Wu, Jilin
- In:
Economics letters
141
(
2016
),
pp. 15-19
Persistent link: https://www.econbiz.de/10011616049
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95
Joint hypothesis tests for multidimensional inequality indices
Abul Naga, Ramses H.
;
Shen, Yajie
;
Hong il Yoo
- In:
Economics letters
141
(
2016
),
pp. 138-142
Persistent link: https://www.econbiz.de/10011616215
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96
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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97
Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework
Yu, Philip L. H.
;
Li, Wai Keung
;
Ng, F. C
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 17-33
Persistent link: https://www.econbiz.de/10010460916
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98
Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao
;
McCabe, Brendan Peter Martin
- In:
Economics letters
155
(
2017
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011821631
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99
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong
;
Lee, Chingnun
;
Su, Jen-je
- In:
Economics letters
159
(
2017
),
pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
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100
Nonlinear error correction based cointegration test in panel data
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Denaux, Zulal S.
- In:
Economics letters
157
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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