Narrow search
Showing 1 - 10 of 144
Cover Image
Asymptotically distribution-free goodness-of-fit testing : a unifying view
Li, Bo - In: Econometric reviews 28 (2009) 6, pp. 632-657
Persistent link: https://www.econbiz.de/10003881210
Cover Image
Testing the martingale difference hypothesis
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 22 (2003) 4, pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
Cover Image
Fourier-type tests involving martingale difference processes
Hlávka, Zdeněk; Hušková, Marie; Kirch, Claudia; … - In: Econometric reviews 36 (2017) 4, pp. 469-492
Persistent link: https://www.econbiz.de/10011795250
Cover Image
Robust asymptotic inference in autoregressive models with martingale difference errors
Gospodinov, Nikolaj - In: Econometric reviews 24 (2005) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10002655592
Cover Image
Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
Michel, Jon - In: Econometric reviews 39 (2020) 6, pp. 602-611
Persistent link: https://www.econbiz.de/10012195425
Cover Image
Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye - In: Econometric reviews 41 (2022) 7, pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
Cover Image
The size and power of bootstrap and Bartlett-corrected tests of hypotheses on the cointegrating vectors
Omtzigt, Pieter; Fachin, Stefano - In: Econometric reviews 25 (2006) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10003309354
Cover Image
A note on testing covariance stationarity
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 4, pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Cover Image
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
Cover Image
Testing covariance stationarity
Xiao, Zhijie; Lima, Luiz Renato - In: Econometric reviews 26 (2007) 6, pp. 643-667
Persistent link: https://www.econbiz.de/10003605818