Similar Search Results - EconBiz

Pitfalls in tests for changes in correlations

Boyer, Brian H.; Gibson, Michael S.; Loretan, Mico - 1997

Persistent link: https://www.econbiz.de/10000645979

A test for iid residuals based on integrating over the correlation integral

Kočenda, Evžen - 1996

Persistent link: https://www.econbiz.de/10000953248

Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling

Camba-Méndez, Gonzalo (contributor); … - 2008

Testing and estimating the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for and estimate the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics...

Persistent link: https://www.econbiz.de/10003636063

On critical values of tests against a change in persistence

Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710

Persistent link: https://www.econbiz.de/10003759122

On nonparametric tests for trend detection in seasonal time series

Morell, Oliver; Fried, Roland - In: Statistical inference, econometric analysis and matrix …, (pp. 19-39). 2009

Persistent link: https://www.econbiz.de/10003780880

Nonparametric trend tests for right-censored survival times

Leissen, Sandra; Ligges, Uwe; Neuhäuser, Markus; … - In: Statistical inference, econometric analysis and matrix …, (pp. 41-61). 2009

Persistent link: https://www.econbiz.de/10003780895

A new class of distribution-free tests for time series models specification

Delgado, Miguel A. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003774813

Optimal variance ratio tests for serial dependence and a test for mean reversion

Faust, Jon - 1989

Persistent link: https://www.econbiz.de/10000784967

Non-cointegration and econometric evaluation of models of regional shift and share

Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990

Persistent link: https://www.econbiz.de/10000786474

The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test

Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 132 (2006) 1, pp. 195-229

Persistent link: https://www.econbiz.de/10003320260

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