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1
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper
;
Taamouti, Abderrahim
;
Williams, Julian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Saved in:
2
Testing
cointegration
relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
3
Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory
Lavergne, Pascal
;
Patilea, Valentin
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10010189879
Saved in:
4
Consistent model specification tests based on k-nearest-neighbor estimation method
Li, Hongjun
;
Li, Qi
;
Liu, Ruixuan
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10011705081
Saved in:
5
A local stable
bootstrap
for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
Saved in:
6
A
bootstrap
algorithm for testing
cointegration
rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
Saved in:
7
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
8
A predictability test for a small number of nested models
Granziera, Eleonora
;
Hubrich, Kirstin
;
Moon, Hyungsik Roger
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10010497092
Saved in:
9
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
10
An improved
bootstrap
test for restricted stochastic dominance
Lok, Thomas M.
;
Tabri, Rami V.
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10013275388
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