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Consistent GMM residuals-based tests of functional form
Hill, Jonathan B. - In: Econometric reviews 32 (2013) 1/4, pp. 361-383
Persistent link: https://www.econbiz.de/10009717788
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Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence
Hill, Jonathan B. - 1999
Persistent link: https://www.econbiz.de/10001409630
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 218 (2020) 2, pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
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Testing the white noise hypothesis of stock returns
Hill, Jonathan B.; Motegi, Kaiji - In: Economic modelling 76 (2019), pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
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Testing for Granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 192 (2016) 1, pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B. - In: Econometric theory 37 (2021) 3, pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
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Unified tests for a dynamic predictive regression
Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
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Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan; Zhou, Mohan; Peng, Liang; Zhang, Rongmao - In: Econometric theory 38 (2022) 3, pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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Uniform test for predictive regression with AR errors
Li, Chenxue; Li, Deyuan; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
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Unified tests for a dynamic predictive regression
Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - 2018
Persistent link: https://www.econbiz.de/10011965817