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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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Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G. - 1988
Persistent link: https://www.econbiz.de/10000763901
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Adaptive testing in ARCH models
Linton, Oliver B.; Steigerwald, Douglas G. - 1995
Persistent link: https://www.econbiz.de/10000585298
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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 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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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
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Shortcomings of tests for autocorrelation
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148803