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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - In: Journal of econometrics 221 (2021) 1, pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
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Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong (ed.); Tsay, Ruey S. (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439725
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Robust inference of risks of large portfolios
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron - In: Journal of econometrics 194 (2016) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
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Tests for changes in models with a polynomial trend
Kuan, Chung-ming - In: Journal of econometrics 84 (1998) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G. - In: Journal of econometrics 72 (1996) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J. - In: Journal of econometrics 88 (1999) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
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Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin; Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 230 (2022) 1, pp. 83-113
Persistent link: https://www.econbiz.de/10013441919