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Testing for random walk coefficients in regression and state space models
Moryson, Martin - 1998
Persistent link: https://www.econbiz.de/10000666710
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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
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Goodness-of-fit tests for multiplicativemodels with dependent data
Dette, Holger (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003581921
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Nonparametric tests for conditional independence
Su, Liangjun - 2004
Persistent link: https://www.econbiz.de/10003387631
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Assessing predictability and structural change : econometric analyses with financial applications
Deng, Ai - 2006
Persistent link: https://www.econbiz.de/10003965303
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
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Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin; Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 3, pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
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Spurious regressions in technical trading
Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
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A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele - In: Economics letters 117 (2012) 3, pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
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Testing linearity in cointegrating transition regressions
Choi, In; Saikkonen, Pentti - In: The econometrics journal 7 (2004) 2, pp. 341-365
Persistent link: https://www.econbiz.de/10002463466