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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei; Kruse-Becher, Robinson - 2021
Persistent link: https://www.econbiz.de/10012620758
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2011
Persistent link: https://www.econbiz.de/10009532945
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Testing for linearity
Hansen, Bruce E. - In: Surveys in economic dynamics, (pp. 47-72). 2000
Persistent link: https://www.econbiz.de/10001640424
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M.; Rizzo, Rosario C. - 1998
Persistent link: https://www.econbiz.de/10001530572
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Testing for linearity
Hansen, Bruce E. - In: Journal of economic surveys 13 (1999) 5, pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
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Noise trading and autocorrelation interactions in the foreign exchange market : evidence from developed and emerging economies
Laopodis, Nikiforos - In: Journal of economics and finance 32 (2008) 3, pp. 271-293
Persistent link: https://www.econbiz.de/10003748170