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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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How better monetary statistics could have signaled the financial crisis
Barnett, William A.; Chauvet, Marcelle - In: Journal of econometrics 161 (2011) 1, pp. 6-23
Persistent link: https://www.econbiz.de/10009242218
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Surveying business uncertainty
Altig, David; Barrero, Jose Maria; Bloom, Nicholas; … - In: Journal of econometrics 231 (2022) 1, pp. 282-303
Persistent link: https://www.econbiz.de/10013441986
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Hahn–Hausman test as a specification test
Lee, Yoonseok; Okui, Ryo - In: Journal of econometrics 167 (2012) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10009551430
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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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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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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
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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