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A note on testing covariance stationarity
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 4, pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - 2009
Persistent link: https://www.econbiz.de/10003887089
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Multi-sample tests for axial data from Watson distributions
Figueiredo, Adelaide - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 4, pp. 371-386
Persistent link: https://www.econbiz.de/10003910550
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Short-horizon return predictability in international equity markets
Shamsuddin, Abul; Kim, Jae H. - In: The financial review : the official publication of the … 45 (2010) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10003974107
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A permutation test for umbrella alternatives
Basso, Dario; Pesarin, Fortunato; Salmaso, Luigi - In: Statistical methods for the evaluation of educational …, (pp. 193-208). 2009
Persistent link: https://www.econbiz.de/10003974731
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Stationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - 2009
Persistent link: https://www.econbiz.de/10003997384
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Tests for high-dimensional covariance matrices
Chen, Song Xi; Zhang, Li-xin; Zhong, Ping-shou - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 810-819
Persistent link: https://www.econbiz.de/10008736837
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A test for the parametric form of the variance function in apartial linear regression model
Dette, Holger (contributor); Marchlewski, Mareen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003581882
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A Lagrange multiplier test for causality in variance
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 93 (2006) 1, pp. 137-141
Persistent link: https://www.econbiz.de/10003380170
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Testing for causality in variance using multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - In: Annales d'économie et de statistique 89 (2008), pp. 215-241
Persistent link: https://www.econbiz.de/10003875586