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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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Significance test in nonstationary multinomial logit model
Chu, Chia-shang James; Liu, Nan; Zhang, Lina - In: Economics letters 143 (2016), pp. 94-98
Persistent link: https://www.econbiz.de/10011616942
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Improving factor momentum : statistical significance matters
Liu, Yangyi; Luo, Ronghua; Zhao, Senyang - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
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A simple representation of the Bera-Jarque-Lee test for probit models
Wilde, Joachim - In: Economics letters 101 (2008) 2, pp. 119-121
Persistent link: https://www.econbiz.de/10003791162
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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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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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Spatial lag test with equal weights
Baltagi, Badi H.; Liu, Long - In: Economics letters 104 (2009) 2, pp. 81-82
Persistent link: https://www.econbiz.de/10003870169
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GLS-detrending and regime-wise stationarity testing in small samples
Lopez, Claude - In: Economics letters 104 (2009) 2, pp. 99-101
Persistent link: https://www.econbiz.de/10003870503
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Score tests of normality in bivariate probit models
Murphy, Anthony - In: Economics letters 95 (2007) 3, pp. 374-379
Persistent link: https://www.econbiz.de/10003476300
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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092