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Testing the stable Paretian assumption
Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001557006
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Berechnung von Prozeßfähigkeitsfaktoren bei nicht normalverteilten Daten
Hagen, Rainer vom; Möller, Holger; Mohr, Walter - 1999
Persistent link: https://www.econbiz.de/10001465495
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A characteristic exponent test for the cauchy distribution
Mulligan, Robert F. - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 491
Persistent link: https://www.econbiz.de/10001536437
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.; Haug, Alfred Albert; Michelis, Leo - In: Journal of applied econometrics 14 (1999) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters : computation of the distribution of the test statistic
Schellhaas, Helmut - In: Statistical papers 40 (1999) 3, pp. 343-349
Persistent link: https://www.econbiz.de/10001401654
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Comparison of nonparametric goodness of fit tests
Läuter, Henning; Sachsenweger, Cornelia - 1999
Persistent link: https://www.econbiz.de/10001377687
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An empirical likelihood goodness-of-fit test for diffusions
Chen, Song Xi; Härdle, Wolfgang; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 259-281). 2002
Persistent link: https://www.econbiz.de/10001750003
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A detailed investigation of likelihood maxima in two-component exponential mixture models and their implication on LR tests
Seidel, Wilfried; Ševčíková, Hana - 2003
Persistent link: https://www.econbiz.de/10001751905
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522