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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton - In: Journal of time series econometrics 6 (2014) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
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The finite-sample size of the BDS test for GARCH standardized residuals
Fernandes, Marcelo; Preumont, Pierre-Yves - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10011538566
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Restricted likelihood ratio tests in predictive regression
Phillips, Peter C. B.; Chen, Ye - 2014
Persistent link: https://www.econbiz.de/10010464129
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Bootstrap model averaging unit root inference
Hansen, Bruce E.; Racine, Jeffrey - In: Essays in honor of Subal Kumbhakar, (pp. 81-98). 2024
Persistent link: https://www.econbiz.de/10014559143
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Specification tests for univariate diffusions
Hurn, Stan; Martin, Vance; Xu, Lina - In: Econometric reviews 41 (2022) 6, pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
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Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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Robust tests for a linear trend with an application to equity indices
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of empirical finance 29 (2014), pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
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Commodity prices and the US money supply in the long run
Azar, Samih Antoine - In: International journal of trade and global markets 5 (2012) 3/4, pp. 316-335
Persistent link: https://www.econbiz.de/10009722086
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On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali; Lien, Da-hsiang Donald - In: Applied economics letters 23 (2016) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10011629313