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Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun; Ullah, Aman - In: Econometric theory 29 (2013) 1, pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen; Ruiz, Esther - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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Size Distortions of the Wild Bootstrapped HCCME-Based LM Test for Serial Correlation in the Presence of Asymmetric Conditional Heteroskedasticity
Grobys, Klaus - 2015
This paper investigates the size distortions of HCCME-based tests for serial correlation and the wild bootstrapped counterparts in the presence of asymmetric conditional heteroskedasticity. Thereby, asymmetric effects are allowed to enter the residual process of the dynamic regression model in...
Persistent link: https://www.econbiz.de/10013029965
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Testing for Conditional Heteroscedasticity in the Components of Inflation
Broto, Carmen - 2008
residuals to identify heteroscedastic components. We show that conditional heteroscedasticity truly present in the data can be … power to detect conditional heteroscedasticity. Furthermore, the proposed statistics can help to decide which component is … experiments. Finally, we use auxiliary residuals to detect conditional heteroscedasticity in monthly inflation series of eight …
Persistent link: https://www.econbiz.de/10012724002
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Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models : lagrange multiplier scan tests
Le Gallo, Julie; López, Fernando A.; Chasco Yrigoyen, Coro - In: The annals of regional science : an international … 64 (2020) 2, pp. 287-312
Persistent link: https://www.econbiz.de/10012252929
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Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif; Riaz, Nimra - In: International journal of monetary economics and finance … 13 (2020) 2, pp. 130-145
Persistent link: https://www.econbiz.de/10012254279
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Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker; Jach, Agnieszka - In: Journal of financial econometrics 17 (2019) 3, pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
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Does the Indian stock market exhibit random walk?
Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011761334
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Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228
Persistent link: https://www.econbiz.de/10010351158