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A correction for local biasedness of the Wald and null Wald tests
Goh, Kim-leng; King, Maxwell L. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 435-450
Persistent link: https://www.econbiz.de/10001407394
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Identification based on difference-in-differences approaches with multiple treatments
Fricke, Hans - In: Oxford bulletin of economics and statistics 79 (2017) 3, pp. 426-433
Persistent link: https://www.econbiz.de/10011772006
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Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji; Skrobotov, Anton - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
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Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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Testing for granger causality in moments
Chen, Yi-Ting - In: Oxford bulletin of economics and statistics 78 (2016) 2, pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
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Trend and initial condition in stationarity tests : the asymptotic analysis
Skrobotov, Anton - In: Oxford bulletin of economics and statistics 77 (2015) 2, pp. 254-273
Persistent link: https://www.econbiz.de/10011384012
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
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Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 891-906
Persistent link: https://www.econbiz.de/10001860218
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Panel LM unit-root tests with level shifts
Im, KyungSo; Lee, Jungsoo; Tieslau, Margie A. - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 393-419
Persistent link: https://www.econbiz.de/10002845656
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Fitting regional income distributions in the European Union
Pittau, Maria Grazia - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10002693229