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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984

Persistent link: https://www.econbiz.de/10013364922

A score statistic for testing the presence of a stochastic trend in conditional variances

Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013442141

Bubble testing under polynomial trends

Wang, Xiaohu; Yu, Jun - In: The econometrics journal 26 (2023) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10013543273

Econometrics in Theory and Practice : Festschrift for Hans Schneeweiß

Galata, Robert (ed.); Küchenhoff, Helmut (ed.) - 1998

excelled and stimulated further research. Econometrics in Theory and Practice is a collection of survey articles and research … papers from the field of theoretical and applied econometrics. It contains articles on errors-in-variables, decision theory …