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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012208314
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Highly irregular serial correlation tests
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2023
Persistent link: https://www.econbiz.de/10014383929
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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012210436
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Score-type tests for normal mixtures
Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - 2023
Persistent link: https://www.econbiz.de/10013499445
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Testing isotropy in spatial econometric models
Arbia, Giuseppe; Bee, Marco; Espa, Giuseppe - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 228-240
Persistent link: https://www.econbiz.de/10010202745
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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 222 (2021) 1,3, pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
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Testing in high-dimensional spiked models
Johnstone, Iain M.; Onatski, Alexei - 2018
Persistent link: https://www.econbiz.de/10012667588
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Testing time series data compatibility for benchmarking
Quennevillle, Benoît; Gagné, Christian - In: International journal of forecasting 29 (2013) 4, pp. 754-766
Persistent link: https://www.econbiz.de/10010221283
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Forecasting volatility in bitcoin market
Segnon, Mawuli; Bekiros, Stelios - In: Annals of finance 16 (2020) 3, pp. 435-462
Persistent link: https://www.econbiz.de/10012496404
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Optimal tests for parameter breaking process in conditional quantile models
Lee, Dong Jin - In: The Japanese economic review : the journal of the … 71 (2020) 3, pp. 479-510
Persistent link: https://www.econbiz.de/10012304908