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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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Stationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - 2009
Persistent link: https://www.econbiz.de/10003997384
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Simulated classical tests in multinomial probit models
Ziegler, Andreas - In: Statistical papers 48 (2007) 4, pp. 655-381
Persistent link: https://www.econbiz.de/10003478876
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Monte Carlo properties of spatial dependence LM tests
Acosta, Pablo; Mattos, Enlinson; Fava, Ana - In: Applied economics letters 13 (2006) 14, pp. 905-910
Persistent link: https://www.econbiz.de/10003395899
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Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Fan, Lijun; Mills, Terence C. - In: International journal of computational economics and … 1 (2009) 1, pp. 48-63
Persistent link: https://www.econbiz.de/10003984921
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Misspecification tests for periodic long memory GARCH models
Caporin, Massimiliano; Lisi, Francesco - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10003945286
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Stability tests for panels
Pauwels, Laurent - 2008
Persistent link: https://www.econbiz.de/10003855565
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A consistent test for multivariate conditional distributions
Li, Fuchun; Tkacz, Greg - In: Econometric reviews 30 (2011) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10008990441
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821