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Testing for a unit root in a stationary ESTAR process
Kiliç, Rehim - In: Econometric reviews 30 (2011) 3, pp. 274-302
Persistent link: https://www.econbiz.de/10008990439
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Extremal dependence tests for contagion
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling - In: Econometric reviews 37 (2018) 6/10, pp. 626-649
Persistent link: https://www.econbiz.de/10012040398
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.; Shephard, Neil G. - In: Econometric reviews 25 (2006) 2/3, pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
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Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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A note on resampling the integration across the correlation integral with alternative ranges
Belaire-Franch, Jorge - In: Econometric reviews 22 (2003) 4, pp. 337-349
Persistent link: https://www.econbiz.de/10001843549
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On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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Testing for Granger-causality in quantiles
Troster, Victor - In: Econometric reviews 37 (2018) 6/10, pp. 850-866
Persistent link: https://www.econbiz.de/10012040414