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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence
Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000709154
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A specification test for speculative bubbles
West, Kenneth D. - 1986
Persistent link: https://www.econbiz.de/10000709324
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Using bivariate autoregressive representations in testing exact expectations relations
Lévy, Emile; Nobay, A. Robert - 1987
Persistent link: https://www.econbiz.de/10000766182
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Confidence about inflation forecasts : tests of variance rationality
Batchelor, Roy A.; Jonung, Lars - 1989
Persistent link: https://www.econbiz.de/10000770515
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Confidence about inflation forecasts : tests of variance rationality
Batchelor, Roy A.; Jonung, Lars - 1989 - Juli 1989
Persistent link: https://www.econbiz.de/10000771472
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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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The effect of linear time trends on residual-based tests for the null of cointegration
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000680666
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Power comparison of several two-sample tests for general alternatives
Büning, Herbert; Chakraborti, Subhabrata - 1998
Persistent link: https://www.econbiz.de/10000680684
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Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert - 1999
Persistent link: https://www.econbiz.de/10000683469