Similar Search Results

Simple regression based tests for spatial dependence

Born, Benjamin; Breitung, Jörg - 2009

We propose two simple diagnostic tests for spatial error autocorrelation and spatial lag dependence. The idea is to … to test for spatial autocorrelation and lag dependence. We also propose a variant of the test that is robust to …

Persistent link: https://www.econbiz.de/10003906405

Generalized moment tests for autoregressive conditional duration models

Chen, Yi-ting; Hsieh, Chih-sheng - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 345-391

Persistent link: https://www.econbiz.de/10003997409

Testing stationary in small and medium-sized samples when disturbances are serially correlated

Jönsson, Kristian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003385790

A new test for serial correlation in stock returns

Du, Ding; Zhao, Xiaobing - In: Stock returns : cyclicity, prediction and economic …, (pp. 91-113). 2009

Persistent link: https://www.econbiz.de/10003944997

Testing for no autocorrelation under weak assumptions

Su, Jen-je - In: The empirical economics letters : a monthly … 10 (2011) 12, pp. 1273-1282

Persistent link: https://www.econbiz.de/10009572610

Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests

Sayginsoy, Özgen; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 992-1025

Persistent link: https://www.econbiz.de/10009379760

Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels

Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometric theory 27 (2011) 6, pp. 1320-1368

Persistent link: https://www.econbiz.de/10009489710

Inference for local autocorrelations in locally stationary models

Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 296-306

Persistent link: https://www.econbiz.de/10011390046

The balance between size and power in testing for linear association for two stationary AR(1) processes

Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234

Persistent link: https://www.econbiz.de/10011430410

Robust tests for a linear trend with an application to equity indices

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of empirical finance 29 (2014), pp. 168-185

Persistent link: https://www.econbiz.de/10011300487

A service of the

zbw