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Randomization tests for equality in dependence structure
Seo, Juwon - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1026-1037
Persistent link: https://www.econbiz.de/10012653222
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Is a normal copula the right copula?
Amengual, Dante; Sentana, Enrique - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 350-366
Persistent link: https://www.econbiz.de/10012262480
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Detecting structural differences in tail dependence of financial time series
Bormann, Carsten; Schienle, Melanie - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
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A new class of change point test statistics of Rényi type
Horváth, Lajos; Miller, Curtis; Rice, Gregory - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
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Detecting variance change-points for blocked time series and dependent panel data
Xu, Minya; Zhong, Ping-Shou; Wang, Wei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 213-226
Persistent link: https://www.econbiz.de/10011691311
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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand; Tokpavi, Sessi - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
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Rank tests at jump events
Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Lin, Huidi - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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LM test of neglected correlated random effects and its application
Hahn, Jinyong; Moon, Hyungsik Roger; Snider, Connan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 359-370
Persistent link: https://www.econbiz.de/10011705947
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Multi-horizon forecast comparison
Quaedvlieg, Rogier - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10012424497