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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Goodness of fit measures in the Tobit model
Veall, Michael R.; Zimmermann, Klaus F. - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 485-499
Persistent link: https://www.econbiz.de/10001172642
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Bootstrap-based critical values for tests of common factor restrictions
Godfrey, L. G. - In: Economics letters 59 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001239108
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Calibration as testing : inference in simulated macroeconomic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 297-303
Persistent link: https://www.econbiz.de/10001108816
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Testing long-run properties of stationary time series
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 287-295
Persistent link: https://www.econbiz.de/10001108817