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Testing for autocorrelation using a modified box-pierce Q test
Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205
Persistent link: https://www.econbiz.de/10001562214
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Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine; Hong, Yongmiao - In: International economic review 52 (2011) 4, pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
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A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.; Prucha, Ingmar R. - In: International economic review 40 (1999) 2, pp. 509-533
Persistent link: https://www.econbiz.de/10001374345
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Testing for a unit root against transitional autoregressive models
Park, Joon Y.; Shintani, Mototsugu - In: International economic review 57 (2016) 2, pp. 635-663
Persistent link: https://www.econbiz.de/10011596051
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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Spatial panels : random components versus fixed effects
Lee, Lung-fei; Yu, Jihai - In: International economic review 53 (2012) 4, pp. 1369-1412
Persistent link: https://www.econbiz.de/10009696268
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Bootstrap testing in nonlinear models
Davidson, Russell; MacKinnon, James G. - In: International economic review 40 (1999) 2, pp. 487-508
Persistent link: https://www.econbiz.de/10001374343