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A new diagnostic test for cross-section independence in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - 2009
Persistent link: https://www.econbiz.de/10003871164
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Small sample improvements of the GEL robust tests for linear IV models and applications
Baryshnikova, Nadezhda V. - 2010
Persistent link: https://www.econbiz.de/10003989045
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Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko; Dufour, Jean-Marie - 2016
Persistent link: https://www.econbiz.de/10011502519
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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 - 2016
Persistent link: https://www.econbiz.de/10011592683
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Testing for stochastic dominance in social networks
Doko Tchatoka, Firmin; Garrard, Robert; Masson, Virginie - 2016
Persistent link: https://www.econbiz.de/10011592684
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On bootstrap validity for subset Anderson-Rubin test in IV regressions
Doko Tchatoka, Firmin; Wang, Wenjie - 2015
Persistent link: https://www.econbiz.de/10010528653
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Testing for non-normality in the presence of on-sided slope parameters
Hughes, Anthony W. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001510244
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Bandwidth selection in nonparametric kernel testing
Gao, Jiti (contributor); Gijbels, Irène (contributor) - 2009
Persistent link: https://www.econbiz.de/10003813887
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003813943
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Specification testing for nonlinear time series with long-rang dependence
Gao, Jiti (contributor); Wang, Qiying (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003813950