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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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Semiparametric specification testing
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129391
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Semiparametric specification testing of nonlinear models
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129396
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The geometry of the Wald test
Davidson, Russell - 1990
Persistent link: https://www.econbiz.de/10000129411
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Testing and determining arbitrage pricing structure from regressions on macro variables
Cragg, John G.; Donald, Stephen G. - 1992
Persistent link: https://www.econbiz.de/10000135956
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Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos; Stengos, Thanasis - 1991
Persistent link: https://www.econbiz.de/10000137505
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Testing for collapsing bubbles : an endogenous switching ADF test
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142693
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000142833
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - 1994
Persistent link: https://www.econbiz.de/10000147757
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Testing a time series for difference stationarity
MacCabe, B. P.; Tremayne, Andrew R. - 1994
Persistent link: https://www.econbiz.de/10000147758