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Skilled mutual fund selection : false discovery control under dependence
Wang, Lijia; Han, Xu; Tong, Xing - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10014448373
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The likelihood ratio test for structural changes in factor models
Bai, Jushan; Duan, Jiangtao; Han, Xu - In: Journal of econometrics 238 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015073952
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
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Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011348510
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2012
Persistent link: https://www.econbiz.de/10010374008
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10010196679
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Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011472365
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Out-of-sample forecast tests robust to the window size choice
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10009560880
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - 2010
Persistent link: https://www.econbiz.de/10009560934