Similar Search Results

Mediation analysis : a new test when all or some variables are categorical

He, Jiaxiu; Wang, Xin; Curry, David J. - In: International journal of research in marketing : IJRM ; … 34 (2017) 4, pp. 780-798

Persistent link: https://www.econbiz.de/10011792400

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

Panel threshold models with interactive fixed effects

Miao, Ke; Li, Kunpeng; Su, Liangjun - In: Journal of econometrics 219 (2020) 1, pp. 137-170

Persistent link: https://www.econbiz.de/10012483198

Stein-rule estimation in genetic carrier testing

Zeng, Tong; Hill, Rufus Carter - In: International journal of computational economics and … 10 (2020) 2, pp. 111-128

Persistent link: https://www.econbiz.de/10012226703

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

Hypothesis tests with a repeatedly singular information matrix

Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020

Persistent link: https://www.econbiz.de/10012208314

Hypothesis tests with a repeatedly singular information matrix

Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020

Persistent link: https://www.econbiz.de/10012210436

Dividend growth predictability and the price-dividend ratio

Piatti, Ilaria; Trojani, Fabio - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 130-158

Persistent link: https://www.econbiz.de/10012156570

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

Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order

Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard - 2020

We study large-sample properties of likelihood ratio tests of the unit root hypothesis in an autoregressive model of arbitrary, finite order. Earlier research on this testing problem has developed likelihood ratio tests in the autoregressive model of order one, but resorted to a plug-in approach...

Persistent link: https://www.econbiz.de/10012216176