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Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria; Ferreira, Eva; … - In: Applied economics 47 (2015) 25/27, pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
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Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju; Perron, Pierre - In: Applied economics 45 (2013) 22/24, pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
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Using the Dagum model to explain changes in personal income distribution
García Pérez, Carmelo; Prieto Alaiz, Mercedes - In: Applied economics 43 (2011) 28/30, pp. 4377-4386
Persistent link: https://www.econbiz.de/10009388135
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Tests and confidence intervals for a class of scientometric, technological and economic specialization ratios
Schubert, Torben; Grupp, Hariolf - In: Applied economics 43 (2011) 7/9, pp. 941-950
Persistent link: https://www.econbiz.de/10009124352
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Can you do the wrong thing and still be right? : hypothesis testing in I(2) and near-I(2) cointegrated VARs
Di Iorio, Francesca; Fachin, Stefano; Lucchetti, Riccardo - In: Applied economics 48 (2016) 37/39, pp. 3665-3678
Persistent link: https://www.econbiz.de/10011621158
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Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries
Lee, Chin; Habibullah, Muzafar Shah; Azali, Mohamed - In: Applied economics 41 (2009) 13/15, pp. 1771-1783
Persistent link: https://www.econbiz.de/10003862609
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Tests of the different variants of the monetary model in a developing economy : Malaysian experience in the pre- and post-crisis periods
Lee, Chin; Azali, Mohamed; Masih, Abdul Mansur M. - In: Applied economics 41 (2009) 13/15, pp. 1893-1902
Persistent link: https://www.econbiz.de/10003862767
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Testing capital structure models on Philippine listed firms
Yu, Darwin D.; Aquino, Rodolfo Q. - In: Applied economics 41 (2009) 13/15, pp. 1973-1990
Persistent link: https://www.econbiz.de/10003862787
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On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration
Sephton, Peter S. - In: Applied economics 42 (2010) 13/15, pp. 1671-1679
Persistent link: https://www.econbiz.de/10008737342
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Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling
Santos, Carlos; Oliveira, Maria Alberta - In: Applied economics 42 (2010) 10/12, pp. 1577-1589
Persistent link: https://www.econbiz.de/10008658371