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Common features in economics and finance : an overview of recent developments
Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 2-11
Persistent link: https://www.econbiz.de/10003410118
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 242-255
Persistent link: https://www.econbiz.de/10009657355
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.; Kim, Chae-yŏng - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2015
Persistent link: https://www.econbiz.de/10011312305
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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014
Persistent link: https://www.econbiz.de/10010470613
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Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.
Persistent link: https://www.econbiz.de/10010487255
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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Andrews, Donald W. K.; Marmer, Vadim - 2005
Persistent link: https://www.econbiz.de/10002770850
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End-of-sample cointegration breakdown tests
Andrews, Donald W. K.; Kim, Chae-yŏng - 2002
Persistent link: https://www.econbiz.de/10001739950