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Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
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Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.; Colacito, Riccardo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
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Weak instrument robust tests in GMM and the new Keynesian Phillips curve
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 293-339
Persistent link: https://www.econbiz.de/10003893878
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Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 369-396
Persistent link: https://www.econbiz.de/10003893884
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Tests of equal predictive ability with real-time data
Clark, Todd E.; McCracken, Michael W. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10003913381
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Testing business cycle asymmetries based on autoregressions with a Markov-switching intercept
Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 544-552
Persistent link: https://www.econbiz.de/10003913438
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Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
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Testing for serial correlation : generalized Andrews-Ploberger tests
Nankervis, John C.; Savin, N. Eugene - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 246-255
Persistent link: https://www.econbiz.de/10008736225
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A simulation-based specification test for diffusion processes
Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 176-193
Persistent link: https://www.econbiz.de/10003675685
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Robust nonnested testing and the demand for money
Choi, Hwan-Sik; Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 9-17
Persistent link: https://www.econbiz.de/10003625184