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OECD Guidelines for the Testing of Chemicals, Section 2
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Oxford bulletin of economics and statistics
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1
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
2
Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
-
2009
Persistent link: https://www.econbiz.de/10003887089
Saved in:
3
Multi-sample tests for axial data from Watson distributions
Figueiredo, Adelaide
- In:
Advances in statistical analysis : AStA ; a journal of …
93
(
2009
)
4
,
pp. 371-386
Persistent link: https://www.econbiz.de/10003910550
Saved in:
4
Short-horizon return predictability in international equity markets
Shamsuddin, Abul
;
Kim, Jae H.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 469-484
Persistent link: https://www.econbiz.de/10003974107
Saved in:
5
A permutation test for umbrella alternatives
Basso, Dario
;
Pesarin, Fortunato
;
Salmaso, Luigi
- In:
Statistical methods for the evaluation of educational …
,
(pp. 193-208)
.
2009
Persistent link: https://www.econbiz.de/10003974731
Saved in:
6
Stationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
-
2009
Persistent link: https://www.econbiz.de/10003997384
Saved in:
7
Tests for high-dimensional covariance matrices
Chen, Song Xi
;
Zhang, Li-xin
;
Zhong, Ping-shou
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 810-819
Persistent link: https://www.econbiz.de/10008736837
Saved in:
8
A test for the parametric form of the variance function in apartial linear regression model
Dette, Holger
(
contributor
);
Marchlewski, Mareen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003581882
Saved in:
9
A Lagrange multiplier test for causality in variance
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
93
(
2006
)
1
,
pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
Saved in:
10
Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Annales d'économie et de statistique
89
(
2008
),
pp. 215-241
Persistent link: https://www.econbiz.de/10003875586
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