Narrow search
Showing 1 - 10 of 142
Cover Image
A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence
Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605
Persistent link: https://www.econbiz.de/10011661869
Cover Image
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan; Su, Liangjun; Zhang, Yonghui - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Cover Image
Goodness-of-fit techniques for count data models: an application to the demand for dental care in Spain
Álvarez, Begoña; Delgado, Miguel A. - In: Empirical economics : a journal of the Institute for … 27 (2002) 3, pp. 543-567
Persistent link: https://www.econbiz.de/10001685250
Cover Image
Nonparametric neural network modeling of hedonic prices in the housing market
Landajo, Manuel; Bilbao, Cecilia; Bilbao Terol, Amelia - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 987-1009
Persistent link: https://www.econbiz.de/10009547140
Cover Image
Testing exclusion restrictions and additive separability in sample selection models
Huber, Martin; Mellace, Giovanni - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10010380015
Cover Image
Testing for competitive balance
VanScyoc, Lee J.; McGee, M. Kevin - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1029-1043
Persistent link: https://www.econbiz.de/10011481346
Cover Image
Panel bootstrap tests of slope homogeneity
Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381
Persistent link: https://www.econbiz.de/10011481712
Cover Image
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
Cover Image
Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models
Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 617-640
Persistent link: https://www.econbiz.de/10012019348
Cover Image
Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
Grobys, Klaus - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1189-1202
Persistent link: https://www.econbiz.de/10011304126