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On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V. - 1993
Persistent link: https://www.econbiz.de/10000875387
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Encompassing : formulation, properties and testing
Dhaene, Geert - 1997
Persistent link: https://www.econbiz.de/10011519886
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Weighted average power similar tests for structural change for the Gaussian linear regression model
Forchini, Giovanni - 2005
Persistent link: https://www.econbiz.de/10003147023
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
Persistent link: https://www.econbiz.de/10001982685
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Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen; Skeels, Christopher L. - 2004
Persistent link: https://www.econbiz.de/10002474716
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Testing for structural change in the presence of long memory
Krämer, Walter; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10001601950
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Monitoring structural change in dynamic econometric models
Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002
Persistent link: https://www.econbiz.de/10001742139
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Testing and dating of structural changes in practice
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; … - 2002
Persistent link: https://www.econbiz.de/10001742246
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar - 2003 - Revision
Persistent link: https://www.econbiz.de/10001813124