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Does seasonal adjustment distort tests of stationarity? : Some small sample evidence
Olekalns, Nilss - 1994
Persistent link: https://www.econbiz.de/10000893524
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Testing, confidence regions, model selection, and asymptotic theory
Gourieroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000551235
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo (contributor);  … - 2008
Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for and estimate the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics...
Persistent link: https://www.econbiz.de/10003636063
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A unified approach to testing for stationarity and unit roots
Harvey, Andrew C. - In: Identification and inference for econometric models : …, (pp. 403-425). 2005
Persistent link: https://www.econbiz.de/10003352588
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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Testing for trend
Busetti, Fabio; Harvey, Andrew C. - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
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Testing for long memory
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
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Testing structural breaks versus long memory with the Box-Pierce statistics : a Monte Carlo study
Bisaglia, Luisa; Gerolimetto, Margherita - In: Statistical methods & applications : SMA ; journal of … 18 (2009) 4, pp. 543-553
Persistent link: https://www.econbiz.de/10003900173
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Testing for unconditional predictive ability
Clark, Todd E.; McCracken, Michael W. - 2010
Persistent link: https://www.econbiz.de/10008668619
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Generalized moment tests for autoregressive conditional duration models
Chen, Yi-ting; Hsieh, Chih-sheng - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 345-391
Persistent link: https://www.econbiz.de/10003997409