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Potts, Todd B.; Yerger, David B. - In: Energy economics 57 (2016), pp. 50-58

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On bootstrap implementation of likelihood ratio test for a unit root

Skrobotov, Anton - In: Economics letters 171 (2018), pp. 154-158

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Bootstrap tests for time varying cointegration

Martins, Luís Filipe - In: Econometric reviews 37 (2018) 1/5, pp. 466-483

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Can Warren Buffett forecast equity market corrections?

Lleo, Sébastien; Ziemba, William T. - In: The European journal of finance 25 (2019) 4, pp. 369-393

Persistent link: https://www.econbiz.de/10012206981

Hypothesis tests with a repeatedly singular information matrix

Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020

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Dividend growth predictability and the price-dividend ratio

Piatti, Ilaria; Trojani, Fabio - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 130-158

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Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order

Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard - 2020

We study large-sample properties of likelihood ratio tests of the unit root hypothesis in an autoregressive model of arbitrary, finite order. Earlier research on this testing problem has developed likelihood ratio tests in the autoregressive model of order one, but resorted to a plug-in approach...

Persistent link: https://www.econbiz.de/10012216176

Mediation analysis : a new test when all or some variables are categorical

He, Jiaxiu; Wang, Xin; Curry, David J. - In: International journal of research in marketing : IJRM ; … 34 (2017) 4, pp. 780-798

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Invariant tests based on M-estimators, estimating functions, and the generalized method of moments

Dufour, Jean-Marie; Trognon, Alain; Tuvaandorj, Purevdorj - In: Econometric reviews 36 (2017) 1/3, pp. 182-204

Persistent link: https://www.econbiz.de/10011795165

Nonparametric specification testing via the trinity of tests

Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 169-185

Persistent link: https://www.econbiz.de/10011974652