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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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Panel data inference under spatial dependence
Baltagi, Badi H.; Pirotte, Alain - In: Economic modelling 27 (2010) 6, pp. 1368-1381
Persistent link: https://www.econbiz.de/10008825770
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On the estimation and testing of mixed geographically weighted regression models
Wei, Chuan-hua; Qi, Fei - In: Economic modelling 29 (2012) 6, pp. 2615-2620
Persistent link: https://www.econbiz.de/10009673641
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Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
Pouliot, William - In: Economic modelling 58 (2016), pp. 523-534
Persistent link: https://www.econbiz.de/10011647526
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Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Economic modelling 42 (2014), pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
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Moran's I test of spatial panel data model : based on bootstrap method
Ren, Tongxian; Long, Zhihe; Zhang, Rengui; Chen, Qingqing - In: Economic modelling 41 (2014), pp. 9-14
Persistent link: https://www.econbiz.de/10010438511
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A copula nonlinear Granger causality
Kim, Jong-Min; Lee, Namgil; Hwang, Sun Young - In: Economic modelling 88 (2020), pp. 420-430
Persistent link: https://www.econbiz.de/10012417258
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Testing extreme dependence in financial time series
Chaudhuri, Kausik; Sen, Rituparna; Tan, Zheng - In: Economic modelling 73 (2018), pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
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Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios; Martínez-García, Enrique; … - In: Economic modelling 80 (2019), pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291