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Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
Nankervis, John C.; Savin, Nathan E. - In: The econometrics journal 15 (2012) 3, pp. 516-534
Persistent link: https://www.econbiz.de/10009710131
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Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests
Nankervis, John C.; Savin, Nathan E. - In: The econometrics journal 15 (2012) 3, pp. 516-534
Persistent link: https://www.econbiz.de/10010047733
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Goodness-of-fit tests for functional data
Bugni, Federico A.; Hall, Peter; Horowitz, Joel; … - In: The econometrics journal 12 (2009), pp. 1-18
Persistent link: https://www.econbiz.de/10003875957
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Advances in robust and flexible inference in econometrics : a special issue in honour of Joel L. Horowitz /
Horowitz, Joel (honouree) - 2014
Persistent link: https://www.econbiz.de/10010498898
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Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
Fu, Jia-Young Michael; Horowitz, Joel; Parey, Matthias - In: The econometrics journal 24 (2021) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10012504444