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Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos; Stengos, Thanasis - 1991
Persistent link: https://www.econbiz.de/10000137505
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Testing for collapsing bubbles : an endogenous switching ADF test
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142693
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000142833
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - 1994
Persistent link: https://www.econbiz.de/10000147757
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Testing a time series for difference stationarity
MacCabe, B. P.; Tremayne, Andrew R. - 1994
Persistent link: https://www.econbiz.de/10000147758
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Shortcomings of tests for autocorrelation
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148803
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Most stringent and best invariant hypothesis tests for regression models
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148804
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Significance tests
Caulcott, Evelyn - 1973
Persistent link: https://www.econbiz.de/10000372787
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697