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A simple spatial dependence test robust to local and distributional misspecifications
Fang, Ying; Park, Sung Y.; Zhang, Jinfeng - In: Economics letters 124 (2014) 2, pp. 203-206
Persistent link: https://www.econbiz.de/10010493724
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Testing spatial effects and random effects in a nested panel data model
He, Ming; Lin, Kuan-pin - In: Economics letters 135 (2015), pp. 85-91
Persistent link: https://www.econbiz.de/10011434913
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics letters 127 (2015), pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
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Pitfalls in market timing test
Chu, Chia-shang James; Lu, Liping; Shi, Zhentao - In: Economics letters 103 (2009) 3, pp. 123-126
Persistent link: https://www.econbiz.de/10003854870
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An alternative series based consistent model specification test
Sun, Yun; Li, Qi - In: Economics letters 93 (2006) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10003380146
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A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele - In: Economics letters 117 (2012) 3, pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
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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
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A modified CUSUM test for orthogonal structural changes
Luger, Richard - In: Economics letters 73 (2001) 3, pp. 301-306
Persistent link: https://www.econbiz.de/10001635085
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Structural change tests under regression misspecifications
Yang, Jian - In: Economics letters 70 (2001) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001549891
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Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao; McCabe, Brendan Peter Martin - In: Economics letters 155 (2017), pp. 131-134
Persistent link: https://www.econbiz.de/10011821631