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On the lack of power of omnibus specification tests
Escanciano, J. Carlos
- In:
Econometric theory
25
(
2009
)
1
,
pp. 162-194
Persistent link: https://www.econbiz.de/10003816221
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2
Asymptotic distribution-free diagnostic tests for heteroskedastic time series models
Escanciano, J. Carlos
- In:
Econometric theory
26
(
2010
)
3
,
pp. 744-773
Persistent link: https://www.econbiz.de/10003992428
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3
A consistent diagnostic test for regression models using projections
Escanciano, J. Carlos
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1030-1051
Persistent link: https://www.econbiz.de/10003396934
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4
ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS
Escanciano, J. Carlos
- In:
Econometric theory
26
(
2010
)
3
,
pp. 744-774
Persistent link: https://www.econbiz.de/10008415357
Saved in:
5
Non-Gaussian log-periodogram regression
Velasco, Carlos
- In:
Econometric theory
16
(
2000
)
1
,
pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
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6
Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 497-539
Persistent link: https://www.econbiz.de/10001589011
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7
A simple test of normality for time series
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometric theory
20
(
2004
)
4
,
pp. 671-689
Persistent link: https://www.econbiz.de/10002163046
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8
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
Saved in:
9
ARTICLES - Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean
Velasco, Carlos
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 497-539
Persistent link: https://www.econbiz.de/10006978680
Saved in:
10
ARTICLES - Non-Gaussian Log-Periodogram Regression
Velasco, Carlos
- In:
Econometric theory
16
(
2000
)
1
,
pp. 44-79
Persistent link: https://www.econbiz.de/10006984544
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