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Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - University of California, San Diego / Department of … - 2019 - This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
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Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - In: Journal of econometrics 218 (2020) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
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An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao; Wang, Xuexin - In: Econometric reviews 41 (2022) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
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A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin; Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 505-521
Persistent link: https://www.econbiz.de/10013533447
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An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
Wang, Xuexin; Sun, Yixiao - In: Journal of Time Series Analysis 41 (2020) 4, pp. 536-550
Persistent link: https://www.econbiz.de/10012192372