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Testing moment inequalities : selection versus recentering
Allen, Roy - In: Economics letters 162 (2018), pp. 124-126
Persistent link: https://www.econbiz.de/10011939817
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Switching cost models as hypothesis tests
Cohen, Samuel N.; Henckel, Timo; Menzies, Gordon Douglas; … - In: Economics letters 175 (2019), pp. 32-35
Persistent link: https://www.econbiz.de/10012121122
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Comparing different data descriptors in Indirect Inference tests on DSGE models
Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng - In: Economics letters 145 (2016), pp. 157-161
Persistent link: https://www.econbiz.de/10011618365
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An LM test based on generalized residuals for random effects in a nonlinear model
Greene, William H.; McKenzie, Colin - In: Economics letters 127 (2015), pp. 47-50
Persistent link: https://www.econbiz.de/10011382857
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Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi; Zheng, Chaowen; Guo, Yu - In: Economics letters 148 (2016), pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
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An exact invariant variance ratio test
Shively, Philip A. - In: Economics letters 75 (2002) 3, pp. 347-353
Persistent link: https://www.econbiz.de/10001667189
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Partial identification of distributional and quantile treatment effects in difference-in-differences models
Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10009632890
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Empirical likelihood inference for Oaxaca-Blinder decomposition
Otsu, Taisuke; Tanaka, Shiori - In: Economics letters 219 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013470977
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019