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Testing for exogeneity : a survey
Holly, Alberto - In: Economic notes : economic review of Banca Monte dei … (1987), pp. 108-130
Persistent link: https://www.econbiz.de/10001054665
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The evolution of stock markets in transition economies
Rockinger, Michael; Urga, Giovanni - In: Journal of comparative economics : the journal of the … 28 (2000) 3, pp. 456-472
Persistent link: https://www.econbiz.de/10001520714
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A time-varying parameter model to test for predictability and integration in the stock markets of transition economies
Rockinger, Michael; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001543452
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
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The impact of shocks on higher moments
Jondeau, Eric; Rockinger, Michael - In: Journal of financial econometrics : official journal of … 7 (2009) 2, pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
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On the importance of time variability in higher moments for asset allocation
Jondeau, Eric; Rockinger, Michael - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 84-123
Persistent link: https://www.econbiz.de/10009519710
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Kullback causality measures
Gouriéroux, Christian
Persistent link: https://www.econbiz.de/10001268030
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Testing for common roots
Gouriéroux, Christian - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 1, pp. 171-185
Persistent link: https://www.econbiz.de/10001064613
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Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modèle linéaire multivarié
Gouriéroux, Christian - In: Annales d'économie et de statistique (1993), pp. 83-111
Persistent link: https://www.econbiz.de/10001183862
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Testing, encompassing, and simulating dynamic econometric models
Gouriéroux, Christian - In: Econometric theory 11 (1995) 2, pp. 195-228
Persistent link: https://www.econbiz.de/10001185255