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121
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2327-2370
Persistent link: https://www.econbiz.de/10011560365
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122
More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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123
Testing parameter stability : a wild bootstrap approach
O'Reilly, Gerard
(
contributor
);
Whelan, Karl
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003404293
Saved in:
124
Empirical likelihood-based model selection criteria for moment condition models
Hong, Han
(
contributor
);
Preston, Bruce
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001624861
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125
Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han
;
Preston, Bruce
;
Shum, Matthew
- In:
Econometric theory
19
(
2003
)
6
,
pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
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126
Testing in GMM models without truncation
Vogelsang, Timothy J.
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 199-233)
.
2003
Persistent link: https://www.econbiz.de/10001916340
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127
A generalized Jarque-Bera test of conditional normality
Chen, Yi-ting
(
contributor
);
Kuan, Chung-ming
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001931294
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128
Robustifying Glejser test of heteroskedasticity
Im, KyungSo
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001487329
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129
Glejser's test revisited
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 189-202
Persistent link: https://www.econbiz.de/10001487332
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130
Tests for the poolability of panel data in the presence of unknown heteroskedasticity : an asymptotic extension of ANOVA
Yoshida, Atsushi
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001470198
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