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A robust test for monotonicity in asset returns
Taufemback, Cleiton Guollo; Troster, Victor; Shahbaz, … - In: Journal of time series econometrics 14 (2022) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013260108
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Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
Chen, Min; Zhu, Ke - In: Journal of econometrics 189 (2015) 2, pp. 313-320
Persistent link: https://www.econbiz.de/10011504541
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An inverse norm sign test of location parameter for high-dimensional data
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 807-815
Persistent link: https://www.econbiz.de/10012587984
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Estimation and testing procedures for the reliability characteristics of Kumaraswamy-G distributions based on the progressively first failure censored samples
Chaturvedi, Ajit; Garg, Renu; Saini, Shubham - In: Opsearch : journal of the Operational Research Society … 59 (2022) 2, pp. 494-517
Persistent link: https://www.econbiz.de/10013273209
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Goodness-of-fit tests for stochastic frontier models based on the characteristic function
Meintanis, Simos G.; Papadimitriou, Christos K. - In: Journal of productivity analysis : an official journal … 57 (2022) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10013190857
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin; Dufour, Jean-Marie - In: Journal of econometrics 218 (2020) 2, pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
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A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor; Wied, Dominik - In: Econometric reviews 40 (2021) 2, pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
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On tail fatness of macroeconomic dynamics
Liu, Xiaochun - In: Journal of macroeconomics 62 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012243478
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A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng; Sun, Yixiao - In: Journal of econometrics 210 (2019) 2, pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
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Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Lehtomaa, Jaakko; Resnick, Sidney I. - In: Insurance / Mathematics & economics 93 (2020), pp. 262-277
Persistent link: https://www.econbiz.de/10012294133