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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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A general approach to conditional moment specification testing with projections
Wang, Xuexin - In: Econometric reviews 37 (2018) 1/5, pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
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Inferring inequality : testing for median-preserving spreads in ordinal data
Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometric reviews 43 (2024) 2/4, pp. 156-174
Persistent link: https://www.econbiz.de/10014551505
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Optimal collection of information by partially informed agents
Kiefer, Nicholas Maximilian - In: Econometric reviews 7 (1988) 2, pp. 113-148
Persistent link: https://www.econbiz.de/10001064639
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Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James - In: Econometric reviews 16 (1997) 3, pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
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Exact testing in multivariate regression
Stewart, Kenneth G. - In: Econometric reviews 16 (1997) 3, pp. 321-352
Persistent link: https://www.econbiz.de/10001225568
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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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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