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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1994 - 2. rev
Persistent link: https://www.econbiz.de/10000891690
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Mosum tests for parameter constancy
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1994 - Rev
Persistent link: https://www.econbiz.de/10000891753
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Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T. - 1994
Persistent link: https://www.econbiz.de/10000892039
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Does seasonal adjustment distort tests of stationarity? : Some small sample evidence
Olekalns, Nilss - 1994
Persistent link: https://www.econbiz.de/10000893524
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A simple artificial regression based Lagrange multiplier test of normality in the probit model
Murphy, Anthony - 1994
Persistent link: https://www.econbiz.de/10000897390
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A simple LM test for zoro correlation in the censored bivariate probit model
Murphy, Anthony - 1994
Persistent link: https://www.econbiz.de/10000898472
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A note on testing overidentifiying restrictions : the Anderson-Rubin test revisited
Dhrymes, Phoebus J. - 1992
Persistent link: https://www.econbiz.de/10000833683
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Modified rainbow tests
Burke, S. P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
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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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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng - 1990
Persistent link: https://www.econbiz.de/10000802732