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Nonparametric autocovariance function estimation
Hyndman, Rob J.; Wand, M. P. - 1996
Persistent link: https://www.econbiz.de/10000942965
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932
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Likelihood ratio test for the coefficient of an endogenous variable in a structural equation
Tan, Randolph Gee Kwang - 1995
Persistent link: https://www.econbiz.de/10000926656
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Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra - 2020
Persistent link: https://www.econbiz.de/10012386990
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Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia - 2021
Persistent link: https://www.econbiz.de/10013347728