Narrow search
Showing 1 - 10 of 13
Cover Image
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
Cover Image
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/10006962883
Cover Image
A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.; Lobato, Ignacio N. - In: Econometric theory 31 (2015) 4, pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
Cover Image
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: Econometric theory 18 (2002) 3, pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
Cover Image
Non-Gaussian log-periodogram regression
Velasco, Carlos - In: Econometric theory 16 (2000) 1, pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
Cover Image
Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
Cover Image
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
Cover Image
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
Cover Image
Estimation for dynamic panel data with individual effects
Robinson, Peter M.; Velasco, Carlos - In: Econometric theory 36 (2020) 2, pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Cover Image
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier; Velasco, Carlos; Beran, J.; Breitung, J.; … - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10007896788