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Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin - In: Econometric theory 14 (1998) 5, pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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On testing for the constancy of regression coefficients under random walk and change-point alternatives
Jandhyala, V. K. - In: Econometric theory 8 (1992) 4, pp. 501-517
Persistent link: https://www.econbiz.de/10001137697
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Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E. - In: Econometric theory 8 (1992) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E. - In: Econometric theory 9 (1993) 4, pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
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Gaussian estimation of a continuous time dynamic model with common stochastic trends
Simos, Theodore - In: Econometric theory 12 (1996) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10001205638
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The encompassing principle and hypothesis testing
Lu, Maozu - In: Econometric theory 12 (1996) 5, pp. 845-858
Persistent link: https://www.econbiz.de/10001214298
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Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B. - In: Econometric theory 14 (1998) 3, pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
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Consistent specification testing for conditional symmetry
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
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A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10001238032
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A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae - In: Econometric theory 14 (1998) 1, pp. 87-122
Persistent link: https://www.econbiz.de/10001238033