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Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of the Royal Statistical Society
232
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An expansion for the generalized Durbin-Watson and related statistics
Sneek, Kees
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1995
Persistent link: https://www.econbiz.de/10000925515
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
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Lucas, André
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Vries, Casper G. de
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1998
Persistent link: https://www.econbiz.de/10000994244
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary
;
Dijk, Herman K. van
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Hoek, Henk
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1997
Persistent link: https://www.econbiz.de/10000966951
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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
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1997
Persistent link: https://www.econbiz.de/10000968763
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