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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo
;
Stengos, Thanasēs
;
Yang, Ling
- In:
Journal of quantitative economics : official journal of …
3
(
2005
)
2
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
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Information-theoretic distribution test with application to normality
Stengos, Thanasēs
;
Wu, Ximing
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10003965139
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3
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001196284
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A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001147591
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A consistent model specification test for a regression function based on nonparametric wavelet estimation
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 41-60
Persistent link: https://www.econbiz.de/10001582451
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