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Testing for structural breaks at unknown time : a steeplechase
El-Shagi, Makram; Giesen, Sebastian - In: Computational economics 41 (2013) 1, pp. 101-123
Persistent link: https://www.econbiz.de/10009705027
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A non-parametric test for partial monotonicity in multiple regression
Beek, Misha van; Daniels, Hennie A. M. - In: Computational economics 44 (2014) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10010396230
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An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
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Finite sample critical values of the generalized KPSS stationarity test
Sephton, Peter S. - In: Computational economics 50 (2017) 1, pp. 161-172
Persistent link: https://www.econbiz.de/10011762226
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Conditions sufficient to infer causal relationships using instrumental variables and observational data
Bryant, Henry L.; Bessler, David A. - In: Computational economics 48 (2016) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10011646588
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A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del; Llorente, Guillermo; Rivero, Carlos - In: Computational economics 56 (2020) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
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Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method
Vezeris, D. Th.; Schinas, C. J.; Kyrgos, Th. S.; … - In: Computational economics 56 (2020) 4, pp. 975-1054
Persistent link: https://www.econbiz.de/10012390502
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Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.; Llorente, G.; Rivero, C. - In: Computational economics 54 (2019) 1, pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
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A practical approach to testing calibration strategies
Cao, Yongquan; Gordon, Grey - In: Computational economics 53 (2019) 3, pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
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Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki; Ota, Yasushi - In: Computational economics 57 (2021) 4, pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270