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Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena; Werker, Bas J. M. - In: Journal of econometrics 185 (2015) 2, pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
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Nonparametric testing for smooth structural changes in panel data models
Chen, Bin; Huang, Liquan - In: Journal of econometrics 202 (2018) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10011974569
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Kolmogorov-Smirnov type testing for structural breaks : a new adjusted-range based self-normalization approach
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Journal of econometrics 238 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10015073901
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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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Trade in university training: cross-state variation in the production and stock of college-educated labor
Bound, John; Groen, Jeffrey A.; Kézdi, Gábor; Turner, … - In: Journal of econometrics 121 (2004) 1/2, pp. 143-173
Persistent link: https://www.econbiz.de/10002094379
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Skill-biased technical change in US manufacturing : a general index approach
Baltagi, Badi H.; Rich, Daniel P. - In: Journal of econometrics 126 (2005) 2, pp. 549-570
Persistent link: https://www.econbiz.de/10002647899
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The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
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Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Johansen, Søren - In: Journal of econometrics 132 (2006) 1, pp. 81-115
Persistent link: https://www.econbiz.de/10003320246
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Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
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Common trends and cycles in I(2) VAR systems
Paruolo, Paolo - In: Journal of econometrics 132 (2006) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10003320254