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Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
Raggi, Davide - In: The econometrics journal 8 (2005) 2, pp. 235-250
Persistent link: https://www.econbiz.de/10003018956
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Expectations hypotheses tests at long horizons
Rossi, Barbara - In: The econometrics journal 10 (2007) 3, pp. 554-579
Persistent link: https://www.econbiz.de/10003637619
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Searching for cointegration in a dynamic system
Qu, Zhongjun - In: The econometrics journal 10 (2007) 3, pp. 580-604
Persistent link: https://www.econbiz.de/10003637627
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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003648644
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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Mean group tests for stationarity in heterogeneous panels
Shin, Yongcheol; Snell, Andy - In: The econometrics journal 9 (2006) 1, pp. 123-158
Persistent link: https://www.econbiz.de/10003320228
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Semiparametric estimation and testing of the trend of temperature series
Gao, Jiti; Hawthorne, Kim - In: The econometrics journal 9 (2006) 2, pp. 332-355
Persistent link: https://www.econbiz.de/10003352060
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Uniform convergence rate of the semiparametric density estimator and testing for similarity of two unknown densities
Kim, Kyoo Il - In: The econometrics journal 10 (2007) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10003451745
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Improving robust model selection tests for dynamic models
Choi, Hwan-sik; Kiefer, Nicholas Maximilian - In: The econometrics journal 13 (2010) 2, pp. 177-204
Persistent link: https://www.econbiz.de/10003978505