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A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 705-721
Persistent link: https://www.econbiz.de/10013554942
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Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon; Kaufmann, Robert Kurt; Kim, Chang Sik; … - In: Journal of econometrics 214 (2020) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
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Nonstationarity in time series of state densities
Chang, Yoosoon; Kim, Chang Sik; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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Testing for stationarity with covariates : more powerful tests with non-normal errors
Nazlıoğlu, Şaban; Lee, Junsoo; Karul, Cagin; You, Yu - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 191-203
Persistent link: https://www.econbiz.de/10013334708
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Estimation of multivariate probit models via bivariate probit
Mullahy, John - 2015
Persistent link: https://www.econbiz.de/10011376060
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Omitted Variable Tests and Dynamic Specification : An Application to Demand Homogeneity
Schmolck, Björn - 2000
This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with...
Persistent link: https://www.econbiz.de/10013519732
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Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 227 (2022) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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Divided we fall : how ratios undermine research in strategic management
Certo, S. Trevis; Busenbark, John R.; Kalm, Matias; … - In: Organizational research methods : ORM 23 (2020) 2, pp. 211-237
Persistent link: https://www.econbiz.de/10012181223
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Forecasting agricultural commodity pricing using neural network-based approach
Varma, G. Nikhila; Padman, K. - In: International journal of business information systems : … 31 (2019) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10012144941
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New effect sizes for tests of categorical moderation and differential prediction
Nye, Christopher D.; Sackett, Paul R. - In: Organizational research methods : ORM 20 (2017) 4, pp. 639-664
Persistent link: https://www.econbiz.de/10011753949