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Consistent specification testing for conditional moment restrictions
Whang, Yoon-jae - In: Economics letters 71 (2001) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10001574237
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Sufficient conditions for jth order stochastic dominance for discrete cardinal variables, and their formulae
Anderson, Gordon; Leo, Teng Wah - In: Economics letters 209 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013209514
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A multiple variance ratio test using subsampling
Whang, Yoon-jae; Kim, Jinho - In: Economics letters 79 (2003) 2, pp. 225-230
Persistent link: https://www.econbiz.de/10001750942
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A multiple variance ratio test using subsampling
Whang, Yoon-Jae; Kim, Jinho - In: Economics letters 79 (2003) 2, pp. 225-230
Persistent link: https://www.econbiz.de/10006763345
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Consistent specification testing for conditional moment restrictions
Whang, Yoon-Jae - In: Economics letters 71 (2001) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10006774773
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Adjusted-range self-normalized confidence interval construction for censored dependent data
Sun, Jiajing; Hong, Yongmiao; Linton, Oliver; Zhao, Xiaolu - In: Economics letters 220 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013473110
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141