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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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Consistent tests for the encompassing hypothesis
Smith, Richard J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880463
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A large sample normality test
Bera, Anil K.; Ng, Pin T. - 1993
Persistent link: https://www.econbiz.de/10000880794
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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880879
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Excessive stock price dispersion : a regression test of cross-sectional volatility
Bulkley, George; Snell, Andy; Tonks, Ian - 1996
Persistent link: https://www.econbiz.de/10000944262
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The nearest-point test of a proximity hypothesis
Denton, Frank T. - 1990
Persistent link: https://www.econbiz.de/10000952994
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A test for iid residuals based on integrating over the correlation integral
Kočenda, Evžen - 1996
Persistent link: https://www.econbiz.de/10000953248
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Testing for multicointegration
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000956058
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Laatujohtaminen ja Suomalainen liikkeenjohto
Peltonen, Tuomo - 1992
Persistent link: https://www.econbiz.de/10000844486
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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - 1992
Persistent link: https://www.econbiz.de/10000852463