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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
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A robust test for multivariate normality
Jönsson, Kristian - In: Economics letters 113 (2011) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10009375551
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Criterion-based inference for GMM in autoregressive panel data models
Bond, Stephen; Bowsher, Clive; Windmeijer, Frank - In: Economics letters 73 (2001) 3, pp. 379-388
Persistent link: https://www.econbiz.de/10001635106
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 116 (2012) 2, pp. 154-156
Persistent link: https://www.econbiz.de/10009674514
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Nonlinear error correction based cointegration test in panel data
Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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On comparing multi-horizon forecasts
Capistrán Carmona, Carlos - In: Economics letters 93 (2006) 2, pp. 176-181
Persistent link: https://www.econbiz.de/10003391902
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Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng; Kuan, Chung-ming; Chen, Shikuan - In: Economics letters 121 (2013) 3, pp. 546-549
Persistent link: https://www.econbiz.de/10010394211