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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
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A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang - In: Economics letters 228 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
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Tests of bias in log-periodogram regression
Davidson, James E. H.; Sibbertsen, Philipp - In: Economics letters 102 (2009) 2, pp. 83-86
Persistent link: https://www.econbiz.de/10003818334
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A Hausman-type test to detect the presence of influential outliers in regression analysis
Dehon, Catherine; Gassner, Marjorie; Verardi, Vincenzo - In: Economics letters 105 (2009) 1, pp. 64-67
Persistent link: https://www.econbiz.de/10003899359