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Omnibus tests for multivariate normality of observations and residuals
Urzúa, Carlos M. - 1995
Persistent link: https://www.econbiz.de/10000923489
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Optimal sample designs with preliminary tests of significance
Grossman, Jean Baldwin - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 171-176
Persistent link: https://www.econbiz.de/10001007904
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Specifying and diagnostically testing econometric models
Stokes, Houston H. - 1991
Persistent link: https://www.econbiz.de/10000817455
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"Testing - one, two, three ... testing!" : testing: a test case for the new sociology of technology
Pinch, Trevor J. - 1990
Persistent link: https://www.econbiz.de/10000821312
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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177
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Inference when a nuisance parameter is not identified under the null hypothesis
Hansen, Bruce E. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000824188
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826504
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Optimal variance ratio tests for serial dependence and a test for mean reversion
Faust, Jon - 1989
Persistent link: https://www.econbiz.de/10000784967
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807