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Nonlinear error correction based cointegration test in panel data
Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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Statistical tests of distributional scaling properties for financial return series
Hallam, Mark; Olmo, Jose - In: Quantitative finance 18 (2018) 7, pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
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A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.; Vávra, Marián - 2015
Persistent link: https://www.econbiz.de/10011350566
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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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Testing for a threshold in models with endogenous regressors
Rothfelder, Mario; Boldea, Otilia - 2019
Persistent link: https://www.econbiz.de/10012116603
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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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Exploiting resampling techniques for model selection in forecasting : an empirical evaluation using out-of-sample tests
Sarris, Dimitrios; Spiliotis, Evangelos; Assimakopoulos, V. - In: Operational research : an international journal 20 (2020) 2, pp. 701-721
Persistent link: https://www.econbiz.de/10012214658
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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim; Stark, Florian; Wied, Dominik - In: Empirical economics : a quarterly journal of the … 60 (2021) 4, pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683