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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda; Saunders, Charles J. - In: Journal of econometrics 218 (2020) 2, pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang; Zheng, Xu; Pan, Zhiyuan - In: Journal of econometrics 184 (2015) 1, pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 169 (2012) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
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Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.; Escanciano, Juan Carlos - In: Journal of econometrics 170 (2012) 1, pp. 68-75
Persistent link: https://www.econbiz.de/10009673150
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A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry; King, Maxwell L. - In: Journal of econometrics 130 (2006) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003228627
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The power of tests of predictive ability in the presence of structural breaks
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 124 (2005) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002439348
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin; Dufour, Jean-Marie - In: Journal of econometrics 218 (2020) 2, pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
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Specification test on mixed logit models
Hahn, Jinyong; Hausman, Jerry A.; Lustig, Josh - In: Journal of econometrics 219 (2020) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10012483184