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Stability tests for heterogeneous panel data
Chan, Felix (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003454521
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Nonparametric tests for serial independence based on quadratic forms
Diks, Cees G. H. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003421307
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
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Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans; Candelon, Bertrand - In: Pacific economic review 15 (2010) 3, pp. 364-384
Persistent link: https://www.econbiz.de/10008696382
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Some exact tests for manifest properties of latent trait models
Gooijer, Jan G. de; Yuan, Ao - 2010
Persistent link: https://www.econbiz.de/10003974011
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Simulated classical tests in multinomial probit models
Ziegler, Andreas - In: Statistical papers 48 (2007) 4, pp. 655-381
Persistent link: https://www.econbiz.de/10003478876
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Monte Carlo properties of spatial dependence LM tests
Acosta, Pablo; Mattos, Enlinson; Fava, Ana - In: Applied economics letters 13 (2006) 14, pp. 905-910
Persistent link: https://www.econbiz.de/10003395899
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Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Fan, Lijun; Mills, Terence C. - In: International journal of computational economics and … 1 (2009) 1, pp. 48-63
Persistent link: https://www.econbiz.de/10003984921
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Misspecification tests for periodic long memory GARCH models
Caporin, Massimiliano; Lisi, Francesco - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10003945286