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Relationship of forecast encompassing to composite forecasts with simulations and an application
Liang, Kuo-yuan; Ryu, Keunkwan - In: Seoul journal of economics 16 (2003) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10002791127
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - 2005
Persistent link: https://www.econbiz.de/10002928881
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Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002929019
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Multiple hypotheses testing in the linear regression model with applications to economics and finance
Alt, Raimund - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002570396
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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002379273
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Nonparametric tests for serial independence based on quadratic forms
Diks, Cees G. H.; Panchenko, Valentyn - 2005
Persistent link: https://www.econbiz.de/10003073152
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Testing misspecified non-nested factor demand systems : some Monte Carlo results
Manera, Matteo - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 657-686
Persistent link: https://www.econbiz.de/10001717337
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A Monte Carlo analysis of the Fisher randomization technique : reviving randomization for experimental economists
Moir, Robert - In: Experimental economics : a journal of the Economic … 1 (1998) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10001688793
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The impact of negativity on separability testing
Eales, James S.; Henderson, Jason R. - In: American journal of agricultural economics 83 (2001) 2, pp. 465-477
Persistent link: https://www.econbiz.de/10001621962
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An investigation of tests for linearity and the accuacy of likelihood based inference using random fields
Dahl, Christian M. - In: The econometrics journal 5 (2002) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10001713291