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The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit; Savin, N. Eugene - In: Journal of applied econometrics 23 (2008) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
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A semiparametric model for binary response and continuous outcomes under index heteroscedasticity
Klein, Roger W.; Vella, Francis - In: Journal of applied econometrics 24 (2009) 5, pp. 735-762
Persistent link: https://www.econbiz.de/10003931578
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A test for multimodality of regression derivatives with application to nonparametric growth regressions
Henderson, Daniel J. - In: Journal of applied econometrics 25 (2010) 3, pp. 458-480
Persistent link: https://www.econbiz.de/10008667541
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A test of the conditional independence assumption in sample selection models
Huber, Martin; Melly, Blaise - In: Journal of applied econometrics 30 (2015) 7, pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431744
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - In: Journal of applied econometrics 38 (2023) 6, pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
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Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper - In: Journal of applied econometrics 28 (2013) 7, pp. 1110-1137
Persistent link: https://www.econbiz.de/10010351082