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Testing stationarity with unobserved-components models
Morley, James C.; Panovska, Irina B.; Sinclair, Tara M. - In: Macroeconomic dynamics 21 (2017) 1, pp. 160-182
Persistent link: https://www.econbiz.de/10011686122
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Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Shaik, Muneer - In: The journal of prediction markets 16 (2022) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10014289671
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Power of moment-based normality tests : empirical analysis on Indian stock market index
Shaik, Muneer; Gulhane, Rutvik Digambar - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2989-2997
Persistent link: https://www.econbiz.de/10014327637
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Empirical size and power of some diagnostic tests applied to a distributed lag model
Hatzinikolaou, Dimitris; Stavrakoudis, Athanassios - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 631-643
Persistent link: https://www.econbiz.de/10003352682
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of econometrics 181 (2014) 1, pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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What to do about the "Cult of statistical significance"? : a renewable fuel application using the Neyman-Pearson protocol
Wojan, Timothy R.; Brown, Jason P.; Lambert, Dayton M. - In: Applied economic perspectives and policy 36 (2014) 4, pp. 674-695
Persistent link: https://www.econbiz.de/10010492775
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Tests for Laplace order dominance with applications to insurance data
Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari - In: Insurance / Mathematics & economics 99 (2021), pp. 163-173
Persistent link: https://www.econbiz.de/10012649215
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Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor - In: Journal of risk 16 (2013/2014) 4, pp. 61-101
Persistent link: https://www.econbiz.de/10013262930