Similar Search Results - EconBiz

Ratio tests under limiting normality

Hassler, Uwe; Hosseinkouchack, Mehdi - In: Econometric reviews 38 (2019) 7, pp. 793-813

Persistent link: https://www.econbiz.de/10012181358

Powerful self-normalizing tests for stationarity against the alternative of a unit root

Hassler, Uwe; Hosseinkouchack, Mehdi - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 97-114). 2023

Persistent link: https://www.econbiz.de/10014313262

Finite-sample size control of ivx-based tests in predictive regressions

Hosseinkouchack, Mehdi; Demetrescu, Matei - In: Econometric theory 37 (2021) 4, pp. 769-793

Persistent link: https://www.econbiz.de/10012618201

Tests of no cross-sectional error dependence in panel quantile regressions

Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, … - 2023

This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the development of a novel test for panel QR misspecification...

Persistent link: https://www.econbiz.de/10014366629

The effect of linear time trends on residual-based tests for the null of cointegration

Hassler, Uwe - 1998

Persistent link: https://www.econbiz.de/10000680666

Impulse responses of antipersistent processes

Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456

Persistent link: https://www.econbiz.de/10009674284

Dickey-Fuller cointegration tests in the presence of regime shifts at known time

Hassler, Uwe - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 3, pp. 263-276

Persistent link: https://www.econbiz.de/10001760027

Pitfalls of post-model-selection testing : experimental quantification

Demetrescu, Matei; Hassler, Uwe; Kuzin, Vladimir - In: Empirical economics : a journal of the Institute for … 40 (2011) 2, pp. 359-372

Persistent link: https://www.econbiz.de/10008987467

Combining significance of correlated statistics with application to panel data

Demetrescu, Matei; Hassler, Uwe; Tarcolea, Adina-Ioanna - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 647-663

Persistent link: https://www.econbiz.de/10003379235

On critical values of tests against a change in persistence

Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710

Persistent link: https://www.econbiz.de/10003759122

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