Narrow search
Showing 1 - 10 of 638,020
Cover Image
Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - 1994
Persistent link: https://www.econbiz.de/10000147757
Cover Image
Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert - 1999
Persistent link: https://www.econbiz.de/10000683469
Cover Image
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
Cover Image
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - 2007
Persistent link: https://www.econbiz.de/10003482467
Cover Image
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007
Persistent link: https://www.econbiz.de/10003482517
Cover Image
Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
Cover Image
Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
Cover Image
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
Cover Image
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...
Persistent link: https://www.econbiz.de/10003590525