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A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F. - 2010
Persistent link: https://www.econbiz.de/10008746090
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Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel; Christensen, Bent Jesper; Ergemen, Yunus Emre - 2019
Persistent link: https://www.econbiz.de/10011991275
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Persistence heterogeneity testing in panels with interactive fixed effects
Ergemen, Yunus Emre; Velasco, Carlos - 2018
Persistent link: https://www.econbiz.de/10011864865
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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis; Rahbek, Anders - 2010
Persistent link: https://www.econbiz.de/10008663980
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Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2010
Persistent link: https://www.econbiz.de/10003968433
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008651700
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina; Teräsvirta, Timo - 2015
Persistent link: https://www.econbiz.de/10011373232
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Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo; Yang, Yukai - 2014
Persistent link: https://www.econbiz.de/10010250617
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015
Persistent link: https://www.econbiz.de/10011516996