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An unbiased test for a change in persistence

Leybourne, Stephen James; Taylor, Robert; Kim, Tae-hwan - 2004

Persistent link: https://www.econbiz.de/10002379251

Testing for structural breaks in return-based style regression models

Kim, Yunmi; Stone, Douglas; Kim, Tae-hwan - In: Financial markets and portfolio management 35 (2021) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012495896

A more powerful modification of Johansen's cointegration tests

Leybourne, Stephen James; Kim, Tae-hwan; Newbold, Paul - In: Applied economics 40 (2008) 4/6, pp. 725-729

Persistent link: https://www.econbiz.de/10003722969

Testing for Linear Trend with Application to Relative Primary Commodity Prices

Kim, Tae-Hwan; Pfaffenzeller, Stephan; Rayner, Tony; … - 2003

Much research has been devoted to assessing the evidence for linear trend in a time series. We discuss the statistical implications of some recent developments, with specific application to 24 time series of relative primary commodities prices

Persistent link: https://www.econbiz.de/10014075120

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - 2003

Persistent link: https://www.econbiz.de/10002118431

Testing a conditional form of exogeneity

White, Halbert; Chalak, Karim - 2010

Persistent link: https://www.econbiz.de/10008665530

Testing for regime switching

Cho, Jin Seo; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1671-1720

Persistent link: https://www.econbiz.de/10003611883

Some further results on tests for model specification in the presence of alternative hypotheses

MacKinnon, James C.; White, Halbert; Davidson, Russell - 1982

Persistent link: https://www.econbiz.de/10003522814

A consistent characteristic function-based test for conditional independence

Su, Liangjun; White, Halbert - In: Journal of econometrics 141 (2007) 2, pp. 807-834

Persistent link: https://www.econbiz.de/10003571354

Tests of conditional predictive ability

Giacomini, Raffaella; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1545-1578

Persistent link: https://www.econbiz.de/10003392308