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Adaptive testing in ARCH models
Linton, Oliver B.; Steigerwald, Douglas G. - 1995
Persistent link: https://www.econbiz.de/10000585298
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767429
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003860925
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On the asymptotic optimality of emprical likelihood for testing moment restrictions
Kitamura, Yuichi; Santos, Andres; Shaikh, Azeem M. - 2009
Persistent link: https://www.econbiz.de/10003868960
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Nonparametric tests of conditional treatment effects
Lee, Sokbae; Whang, Yoon-jae - 2009
Persistent link: https://www.econbiz.de/10003900595
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A specification test for instrumental variables regression with many instruments
Lee, Yoonseok; Okui, Ryo - 2009
Persistent link: https://www.econbiz.de/10003906732
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Tests of independence in separable econometric models : theory and application
Brown, Donald J. (contributor); Deb, Rahul (contributor);  … - 2006 - [Rev.]
Persistent link: https://www.econbiz.de/10003461656
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Transition modeling and econometric convergence tests
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462514
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Testing for non-nested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke (contributor); Whang, Yoon-jae (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468414