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Model-selection tests for conditional moment restriction models
Hsu, Yu-Chin; Shi, Xiaoxia - In: The econometrics journal 20 (2017) 1, pp. 52-85
Persistent link: https://www.econbiz.de/10011719965
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Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying; Wu, Changbao - In: The econometrics journal 27 (2024) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
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Optimal panel unit root testing with covariates
Juodis, Artūras; Westerlund, Joakim - In: The econometrics journal 22 (2019) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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Joint hypothesis specification for unit root tests with a structural bank
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: The econometrics journal 9 (2006) 2, pp. 196-224
Persistent link: https://www.econbiz.de/10003352017
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Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui; Rodriguez, Gabriel - In: The econometrics journal 9 (2006) 2, pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
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Unit root tests in three-regime SETAR models
Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278
Persistent link: https://www.econbiz.de/10003352022
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How useful are tests for uni-root in distinguishing unit-root processes from stationary but non-linear processes?
Choi, Chi-young; Moh, Young-kyu - In: The econometrics journal 10 (2007) 1, pp. 82-112
Persistent link: https://www.econbiz.de/10003451749
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Panel unit root tests in the presence of cross-sectional dependence : finite sample performance and an application
Silva, S.\de; Hadri, Kaddour; Tremayne, Andrew R. - In: The econometrics journal 12 (2009) 2, pp. 340-366
Persistent link: https://www.econbiz.de/10003875804
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The empirical process of autoregressive residuals
Engler, Eric; Nielsen, Bent - In: The econometrics journal 12 (2009) 2, pp. 367-381
Persistent link: https://www.econbiz.de/10003875827