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A cusum test of common trends in large heterogeneous panels
Hidalgo, Javier; Lee, Jungyoon - 2014
Persistent link: https://www.econbiz.de/10010403120
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Specification testing for errors-in-vatiables models
Otsu, Taisuke; Taylor, Luke - 2016
Persistent link: https://www.econbiz.de/10011539700
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Testing for breaks in regression models with dependent data
Hidalgo, Javier; Dalla, Violetta - 2015
Persistent link: https://www.econbiz.de/10011280122
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Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo; Otsu, Taisuke - 2017
Persistent link: https://www.econbiz.de/10011889203
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260228
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Testing for equality of an increasing number of spectral density functions
Hidalgo, Javier; Souza, Pedro - 2013
Persistent link: https://www.econbiz.de/10009769377
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Empirical likelihood for random sets
Adusumilli, Karun; Otsu, Taisuke - 2014
Persistent link: https://www.econbiz.de/10010403129
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Inference about realized volatility using infill subsampling
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535624
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Minimax risk in estimating kink threshold and testing
Hidalgo, Javier; Lee, Heejun; Lee, Jungyoon; Seo, Myung Hwan - 2021
Persistent link: https://www.econbiz.de/10014430044
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Conditional likelihood ratio test with many weak instruments
Ayyar, Sreevidya; Matsushita, Yukitoshi; Otsu, Taisuke - 2022
Persistent link: https://www.econbiz.de/10014430070