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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596
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Verzeichnis informationswissenschaftlicher Zeitschriften ; 1983
1983
Persistent link: https://www.econbiz.de/10000012749
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Shortcomings of tests for autocorrelation
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148803
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Most stringent and best invariant hypothesis tests for regression models
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148804
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
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Testing time series for nonlinearities : the BDS approach
Dechert, W. Davis - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 191-200). 1996
Persistent link: https://www.econbiz.de/10001297246
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An experimental design to compare tests of nonlinearity and chaos
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 163-190). 1996
Persistent link: https://www.econbiz.de/10001297247
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet (contributor); Kilian, Lutz (contributor) - 1999
Persistent link: https://www.econbiz.de/10001397820
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Are "deep" parameters stable? : The Lucas critique as an empirical hypothesis
Estrella, Arturo; Fuhrer, Jeffrey C. - 1999
Persistent link: https://www.econbiz.de/10001397875