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Empirical likelihood in causal inference
Zhang, Biao - In: Econometric reviews 35 (2016) 1/4, pp. 201-231
Persistent link: https://www.econbiz.de/10011549910
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Tricks with metrics : combining statistics for improved inference in regression analysis
Nguimkeu, Pierre - In: Econometric reviews 43 (2024) 8, pp. 581-594
Persistent link: https://www.econbiz.de/10015050623
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Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi; Yanfeng, Wei - In: Econometric reviews 33 (2014) 8, pp. 936-947
Persistent link: https://www.econbiz.de/10010363871
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Testing for structural change in cointegrated regression models : some comparisons and generalizations
Hao, Kang - In: Econometric reviews 15 (1996) 4, pp. 401-429
Persistent link: https://www.econbiz.de/10001210396
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Making wald tests work for cointegrated VAR systems
Dolado, Juan J. - In: Econometric reviews 15 (1996) 4, pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
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On Bartlett and Bartlett-type corrections
Cribari-Neto, Francisco - In: Econometric reviews 15 (1996) 4, pp. 339-367
Persistent link: https://www.econbiz.de/10001210401
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Estimating systems of trending variables
Johansen, Søren - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
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The robustness of point optimal testing for Rosenberg random regression coefficients
Brooks, Robert - In: Econometric reviews 14 (1995) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10001177161
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming - In: Econometric reviews 14 (1995) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
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Nuisance paramenter free properties of correlation integral based statistics
DeLima, Pedro J. F. - In: Econometric reviews 15 (1996) 3, pp. 237-259
Persistent link: https://www.econbiz.de/10001212115