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Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro; Kunst, Robert M. - 2009
Persistent link: https://www.econbiz.de/10003931025
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans; Candelon, Bertrand - 2007
Persistent link: https://www.econbiz.de/10003647683
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Stability tests for heterogeneous panel data
Chan, Felix; Mancini Griffoli, Tommaso; Pauwels, Laurent L. - 2008
Persistent link: https://www.econbiz.de/10003770566
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Jarque-Bera test and its competitors for testing normality : a power comparison
Thadewald, Thorsten; Büning, Herbert - 2004
Persistent link: https://www.econbiz.de/10001998291
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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Empirical size and power of some diagnostic tests applied to a distributed lag model
Hatzinikolaou, Dimitris; Stavrakoudis, Athanassios - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 631-643
Persistent link: https://www.econbiz.de/10003352682
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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo; Stengos, Thanasēs; Yang, Ling - In: Journal of quantitative economics : official journal of … 3 (2005) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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Simple tests for exogeneity of a binary explanatory variable in count data regression models
Staub, Kevin E. - 2009
This article investigates power and size of some tests for exogeneity of a binary explanatory variable in count models by conducting extensive Monte Carlo simulations. The tests under consideration are Hausman contrast tests as well as univariate Wald tests, including a new test of notably easy...
Persistent link: https://www.econbiz.de/10003894183