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LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.; Rachinger, Heiko; Velasco, Carlos - 2020
Persistent link: https://www.econbiz.de/10012321115
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Test design under falsification
Skreta, Basilikē; Perez-Richet, Eduardo - 2021
Persistent link: https://www.econbiz.de/10012395695
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Understanding persistence
Kelly, Morgan - 2020
Persistent link: https://www.econbiz.de/10012301028
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Direct standard errors for regressions with spatially autocorrelated residuals
Kelly, Morgan - 2020
Persistent link: https://www.econbiz.de/10012214349
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Negative control falsification tests for instrumental variable designs
Danieli, Oren; Nevo, Daniel; Walk, Itai; Weinstein, Bar; … - 2024
Persistent link: https://www.econbiz.de/10014537254
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - 2019
Persistent link: https://www.econbiz.de/10012025064
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Do any economists have superior forecasting skills?
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - 2019
Persistent link: https://www.econbiz.de/10012206486
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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012210436
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Unemployment risk, portfolio choice, and the racial wealth gap
Derenoncourt, Ellora; Kim, Chi Hyun; Kuhn, Moritz; … - 2024
Persistent link: https://www.econbiz.de/10014507726
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Product turnover and endogenous price flexibility in uncertain times
Khalil, Makram; Lewis, Vivien - 2024
Persistent link: https://www.econbiz.de/10014511986