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Steady-state distributions for models of bubbles : their existence and econometric implications
Knight, John L.; Satchell, Stephen; Srivastava, Nandini - 2012
Persistent link: https://www.econbiz.de/10009544845
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Are there bubbles in the art market? : the detection of bubbles when fair value is unobservable
Srivastava, Nandini; Satchell, Stephen - 2012
Persistent link: https://www.econbiz.de/10009544843
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Testing non-linearity using a modified Q test
Vavra, Marian - 2012
Persistent link: https://www.econbiz.de/10009513819
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350561
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A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350566
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Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.; Vávra, Marián - 2017
Persistent link: https://www.econbiz.de/10011751320
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UK real-time macro data characteristics
Garratt, Anthony (contributor); Vahey, Shaun P. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002587898
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Robustness of power properties of non-linearity tests
Vavra, Marian - 2012
Persistent link: https://www.econbiz.de/10009513793
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Maximal uniform convergence rates in parametric estimation problems
Beckert, Walter (contributor); McFadden, Daniel (contributor) - 2004
Persistent link: https://www.econbiz.de/10002437176