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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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Representative sampling equilibrium
Danenberg, Tuval; Spiegler, Ran - 2023
Persistent link: https://www.econbiz.de/10014325045
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A two sample size estimator for large data sets
O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023
Persistent link: https://www.econbiz.de/10013557376
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Hedge fund performance : are stylized facts sensitive to which database one uses?
Joenväärä, Juha; Kaupila, Mikko; Kosowski, Robert L.; … - 2019 - This Version: 31 March 2019
Persistent link: https://www.econbiz.de/10012128756
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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