Narrow search
Showing 1 - 10 of 279
Cover Image
A note on bootstrapped White's test for heteroskedasticity in regression models
Ando, Masakazu; Hodoshima, Jiro - In: Economics letters 97 (2007) 1, pp. 46-51
Persistent link: https://www.econbiz.de/10003575223
Cover Image
Bootstrapping the log-periodogram regression
Arteche, Josu; Orbe, J. - In: Economics letters 86 (2005) 1, pp. 79-85
Persistent link: https://www.econbiz.de/10002516282
Cover Image
An alternative test of purchasing power parity
Wallace, Frederick H.; Shelley, Gary L. - In: Economics letters 92 (2006) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10003360843
Cover Image
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
Cover Image
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
Cover Image
Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.; Hu, Luojia - In: Economics letters 171 (2018), pp. 46-50
Persistent link: https://www.econbiz.de/10012021820
Cover Image
Modelling uncertainty : a recursive VAR bootstrapping approach
Peng, Amy; Yang, Ling - In: Economics letters 99 (2008) 3, pp. 478-481
Persistent link: https://www.econbiz.de/10003726217
Cover Image
Non-linearity versus non-normality in real exchange rate dynamics
Arghyrou, Michael Georgiou; Gregoriou, Andros - In: Economics letters 100 (2008) 2, pp. 200-203
Persistent link: https://www.econbiz.de/10003768208
Cover Image
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan; Peel, David - In: Economics letters 90 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
Cover Image
The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing - In: Economics letters 91 (2006) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003315108