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Influence diagnostic in GARCH processes
Zhang, Xibin; King, Maxwell L. - 2002
Persistent link: https://www.econbiz.de/10001722413
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A Wald-type test of quadratic parametric restrictions
Lu, Zeng-Hua; King, Maxwell L. - In: Economics letters 83 (2004) 3, pp. 359-364
Persistent link: https://www.econbiz.de/10002049290
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The exact power envelope of tests for a unit root
Podivinsky, Jan M.; King, Maxwell L. - 2000
Persistent link: https://www.econbiz.de/10001533271
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Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
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Modified wald tests for non-linear restrictions : a cautionary tale
Goh, Kim-leng - In: Economics letters 53 (1996) 2, pp. 133-138
Persistent link: https://www.econbiz.de/10001216797
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Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L. - In: Econometric reviews 16 (1997) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
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The locally unbiased two-sided Durbin-Watson test
Grose, Simone D. - In: Economics letters 35 (1991) 4, pp. 401-407
Persistent link: https://www.econbiz.de/10001105637
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Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
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Linear regression forecasting in the presence of AR(1) disturbances
Latif, Abdul - In: Journal of forecasting 12 (1993) 6, pp. 513-524
Persistent link: https://www.econbiz.de/10001146888
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Nonnested testing for autocorrelation in the linear regression model
Silvapulle, Paramsothy - In: Journal of econometrics 58 (1993) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10001149103