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Financial statistics and risk management
Chen, Rong (ed.); Mykland, Per A. (ed.); Yao, Qiwei (ed.) - 2016
Persistent link: https://www.econbiz.de/10011705221
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A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions
Fakih, Ali; Makdissi, Paul; Marrouch, Walid; Tabri, Rami V. - In: Journal of econometrics 228 (2022) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10013441755
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Testing the null of stationarity for multiple time series
Choi, In - In: Journal of econometrics 88 (1999) 1, pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
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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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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
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A consistent nonparametric test for serial independence
Pinkse, Joris - In: Journal of econometrics 84 (1998) 2, pp. 205-231
Persistent link: https://www.econbiz.de/10001241549
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Bayesian analysis of some econometric and statistical models
Dijk, Herman K. van (ed.) - 1985
Persistent link: https://www.econbiz.de/10001384895
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A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
Ahn, Seung Chan - In: Journal of econometrics 71 (1996) 1, pp. 309-319
Persistent link: https://www.econbiz.de/10001194730
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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J. - In: Journal of econometrics 81 (1997) 1, pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
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The Bierens test under data dependence
Jong, Robert M. de - In: Journal of econometrics 72 (1996) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001198034