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41
WHAT DO HETEROSKEDASTICITY
TESTS
DETECT?.
DUTTA, J.
;
ZAMAN, A.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005776734
Saved in:
42
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.
BERA, A.K.
;
MCALEER, M.
;
PESARAN, M.H.
-
Department of Economics, University of California-Los …
-
1989
Persistent link: https://www.econbiz.de/10005777158
Saved in:
43
Numerical Distribution Functions of Likelihood Ratio
Tests
for Cointegration.
Mackinnon, J.G.
;
Haug, A.A.
;
Michelis, L.
-
Groupement de Recherche en Économie Quantitative …
-
1996
functions of the
tests
for cointegration proposed by Johansen. The paper provides accurate tables of asymptotic critical values …
Persistent link: https://www.econbiz.de/10005779643
Saved in:
44
ORTHOGONALITY TEST WITH DE-TENDED DATA'S INTERPRETING MONTE CARLO RESULTS USING NAGER EXPANSIONS.
BENARJEE, A.
;
DOLADO, J.
;
GALBRAIGTH, J.W.
-
Departamento de Fundamentos del Análisis Económico, …
-
1988
Persistent link: https://www.econbiz.de/10005779806
Saved in:
45
A Test for Independence Based on the Correlation Dimension.
Brock, W.A.
;
Dechert, W.D.
;
LeBaron, B.
;
Scheinkman, J.A.
-
Wisconsin Madison - Social Systems
-
1995
Persistent link: https://www.econbiz.de/10005795287
Saved in:
46
ON THE ROBUSTNESS OF
TESTS
OF OUTLIERS AND FUNCTIONAL FORM.
MCALEER, M.
;
TSE, Y.K.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1989
Persistent link: https://www.econbiz.de/10008469036
Saved in:
47
A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES.
KORENMAN, S.D.
;
OUELLETTE, P.
;
WOOLDRIDGE, J
-
Centre Interuniversitaire de Recherche en Économie …
-
1988
Persistent link: https://www.econbiz.de/10005133057
Saved in:
48
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS.
GHYSELS, E
;
HALL, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1988
Persistent link: https://www.econbiz.de/10005133062
Saved in:
49
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes.
Dolado, Juan J.
;
Mármol, Francisco
-
Banco de España
-
1996
In this paper we address the issue of the efficient estimation of the cointegrating vector in linear regression models with variables that follow general (higher order and fractionally) integrated processes.
Persistent link: https://www.econbiz.de/10005088308
Saved in:
50
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS.
ENGLE, R.
;
HENDRY, D.
-
Department of Economics, Oxford University
-
1990
Persistent link: https://www.econbiz.de/10005047973
Saved in:
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