Narrow search
Showing 1 - 10 of 547
Cover Image
Rank-based inference tools for copula regression, with property and casualty insurance applications
Côté, Marie-Pier; Genest, Christian; Omelka, Marek - In: Insurance / Mathematics & economics 89 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012133498
Cover Image
Testing conditional asymmetry : a residual-based approach
Lambert, Philippe; Laurent, Sébastien; Veredas, David - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1229-1247
Persistent link: https://www.econbiz.de/10009655696
Cover Image
Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T. - 1994
Persistent link: https://www.econbiz.de/10000892039
Cover Image
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
Cover Image
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
Cover Image
Testing and determining arbitrage pricing structure from regressions on macro variables
Cragg, John G.; Donald, Stephen G. - 1992
Persistent link: https://www.econbiz.de/10000135956
Cover Image
Most stringent and best invariant hypothesis tests for regression models
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148804
Cover Image
How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
Cover Image
Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
Cover Image
Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence
Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000709154