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A data-driven nonparametric specification test for dynamic regression models
Guay, Alain; Guerre, Emmanuel - In: Econometric theory 22 (2006) 4, pp. 543-586
Persistent link: https://www.econbiz.de/10003351859
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A consistent nonparametric equality test of conditional quantile functions
Sun, Yiguo - In: Econometric theory 22 (2006) 4, pp. 614-632
Persistent link: https://www.econbiz.de/10003351874
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A generalization of the Burridge-Guerre nonparametric root test
García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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Testing goodness of fit based on densities of GARCH innovations
Horváth, Lajos; Zitikis, Ričardas - In: Econometric theory 22 (2006) 3, pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
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Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K.; Guggenberger, Patrik - In: Econometric theory 25 (2009) 3, pp. 669-709
Persistent link: https://www.econbiz.de/10003864159
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Admissible invariant similar tests for instrumental variables regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Econometric theory 25 (2009) 3, pp. 806-818
Persistent link: https://www.econbiz.de/10003864191
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Testing for trend
Busetti, Fabio; Harvey, Andrew C. - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
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Testing for long memory
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
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Formalized data snooping based on generalized error rates
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Econometric theory 24 (2008) 2, pp. 404-447
Persistent link: https://www.econbiz.de/10003894203
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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