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Statistical test
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Andreou, Elena
15
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5
Pittis, Nikitas
5
Kasparis, Ioannis
4
Phillips, Peter C. B.
4
Ntantamis, Christos
3
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3
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2
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2
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ECONIS (ZBW)
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Statistical misspecification and the reliability of inference : the simple t-test in the presence of Markov Dependence
Spanos, Aris
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 165-213
Persistent link: https://www.econbiz.de/10003926802
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2
Testing for nonstationarity using maximum entropy resampling : a misspecification testing perspective
Koutris, Andreas
;
Heracleous, Maria S.
;
Spanos, Aris
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 363-384
Persistent link: https://www.econbiz.de/10003761298
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3
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
4
An alternative asymptotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002117914
Saved in:
5
Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena
;
Werker, Bas J. M.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
Saved in:
6
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
7
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
8
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
9
An alternative asymptotic analysis of residual-based statistics
Werker, Bas J. M.
;
Andreou, Elena
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009565395
Saved in:
10
Structural break tests robust to regression misspecification
Morshed, Alaa Abi
;
Andreou, Elena
;
Boldea, Otilia
-
2016
Persistent link: https://www.econbiz.de/10011477071
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