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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
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A portmanteau test for correlation in short panels
Jochmans, Koen - In: Econometric theory 36 (2020) 6, pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
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On the range of correlation coefficients of bivariate ordered discrete random variables
Lee, Lung-fei - In: Econometric theory 17 (2001) 1, pp. 247-256
Persistent link: https://www.econbiz.de/10001556118
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Testing for serial correlation of unknown form using wavelet methods
Lee, Jin; Hong, Yongmiao - In: Econometric theory 17 (2001) 2, pp. 386-423
Persistent link: https://www.econbiz.de/10001568402
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On testing for serial correlation with a wavelet-based spectral density estimator in multivariate time series
Duchesne, Pierre - In: Econometric theory 22 (2006) 4, pp. 633-676
Persistent link: https://www.econbiz.de/10003351876
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Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
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Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2012) 3, pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
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Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-744
Persistent link: https://www.econbiz.de/10009311779