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31
Tests for the poolability of panel data in the presence of unknown heteroskedasticity : an asymptotic extension of ANOVA
Yoshida, Atsushi
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001470198
Saved in:
32
Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
Saved in:
33
Robustifying Glejser test of heteroskedasticity
Im, KyungSo
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001487329
Saved in:
34
Glejser's test revisited
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 189-202
Persistent link: https://www.econbiz.de/10001487332
Saved in:
35
Testing when a parameter is on the boundary of the maintained hypothesis
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 683-734
Persistent link: https://www.econbiz.de/10001580794
Saved in:
36
Testing in GMM models without truncation
Vogelsang, Timothy J.
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 199-233)
.
2003
Persistent link: https://www.econbiz.de/10001916340
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37
A generalized Jarque-Bera test of conditional normality
Chen, Yi-ting
(
contributor
);
Kuan, Chung-ming
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001931294
Saved in:
38
Neural tests for conditional heteroskedasticity in ARCH-M models
Peretti, Christian de
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10002652224
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39
A convergent t-statistic in spurious regressions
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
5
,
pp. 943-962
Persistent link: https://www.econbiz.de/10002265261
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40
A note on the Goldfeld-Quandt test
Subbarayudu, M.
;
Salim, S. Raonak
;
Sreenivasulu, K. N.
; …
- In:
Asian African journal of economics and econometrics
11
(
2011
)
2
,
pp. 351-356
Persistent link: https://www.econbiz.de/10009571385
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