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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
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Robust misspecification tests for the Heckman's two-step estimator
Montes-Rojas, Gabriel V. - In: Econometric reviews 30 (2011) 2, pp. 154-172
Persistent link: https://www.econbiz.de/10008990445
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Testing for nonstationarity using maximum entropy resampling : a misspecification testing perspective
Koutris, Andreas; Heracleous, Maria S.; Spanos, Aris - In: Econometric reviews 27 (2008) 4/6, pp. 363-384
Persistent link: https://www.econbiz.de/10003761298
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On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi; Orme, Chris D. - In: Econometric reviews 24 (2005) 4, pp. 467-481
Persistent link: https://www.econbiz.de/10003242864
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Monotonicity conditions and inequality imputation for sample-selection and non-response problems
Lee, Myoung-jae - In: Econometric reviews 24 (2005) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10003002301
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Monte Carlo sampling approach to testing nonnested hypotheses : Monte Carlo results
Coulibaly, Nouhoun; Brorsen, B. Wade - In: Econometric reviews 18 (1999) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10001371097
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Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example
Nawata, Kazumitsu; McAleer, Michael - In: Econometric reviews 20 (2001) 1, pp. 105-112
Persistent link: https://www.econbiz.de/10001582464
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Estimation, testing, and finite sample properties of quasi-maximum likelihood estimators in GARCH-M models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 31 (2012) 4/6, pp. 532-557
Persistent link: https://www.econbiz.de/10009539710
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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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Evaluating direct multistep forecasts
Clark, Todd E.; McCracken, Michael W. - In: Econometric reviews 24 (2005) 4, pp. 369-404
Persistent link: https://www.econbiz.de/10003242861