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Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - In: Economics letters 201 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
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The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu; McAleer, Michael - In: Economics letters 123 (2014) 3, pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
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A modified bootstrap for kernel-based specification test with heavy-tailed data
Huang, Ta-Cheng; Li, Hongjun; Li, Zheng - In: Economics letters 189 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012227966
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Diagnostic checking of Markov multiplicative error models
Guo, Bin; Li, Shuo - In: Economics letters 170 (2018), pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
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A martingale-difference-divergence-based test for specification
Su, Liangjun; Zheng, Xin - In: Economics letters 156 (2017), pp. 162-167
Persistent link: https://www.econbiz.de/10011822395
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An omnibus test for heteroskedasticity
Luger, Richard - In: Economics letters 106 (2010) 1, pp. 22-24
Persistent link: https://www.econbiz.de/10003931126
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Restoring monotone power in the CUSUM test
Andreou, Elena - In: Economics letters 98 (2008) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10003623894
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Implementing the wild bootstrap using a two-point distribution
Davidson, James E. H.; Monticini, Andrea; Peel, David - In: Economics letters 96 (2007) 3, pp. 309-315
Persistent link: https://www.econbiz.de/10003504614
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Normality test for multivariate conditional heteroskedastic dynamic
Lee, Sangyeol; Ng, Chi Tim - In: Economics letters 111 (2011) 1, pp. 75-77
Persistent link: https://www.econbiz.de/10009241338
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Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos; Tenreyro, Silvana - In: Economics letters 112 (2011) 2, pp. 220-222
Persistent link: https://www.econbiz.de/10009243315