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In-sample tests of predictive ability : a new approach
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888221
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003892732
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A test of non-identifying restrictions and confidence regions for partially identified parameters
Galichon, Alfred; Henry, Marc - In: Journal of econometrics 152 (2009) 2, pp. 186-196
Persistent link: https://www.econbiz.de/10003892741
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Testing for trend
Busetti, Fabio; Harvey, Andrew C. - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
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Testing for long memory
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
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Power of significance test of dummy variables in two-stage efficiency analysis model
Zelenyuk, Valentin - In: Applied economics letters 16 (2009) 13/15, pp. 1493-1495
Persistent link: https://www.econbiz.de/10003894919
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The accuracy of significance tests for slope variance componence in multilevel random coefficient models
LaHuis, David M.; Ferguson, Matthew W. - In: Organizational research methods : ORM 12 (2009) 3, pp. 418-435
Persistent link: https://www.econbiz.de/10003867998
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In-Sample tests of predictive ability : a new approach
Clark, Tod E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003868954
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On the asymptotic optimality of emprical likelihood for testing moment restrictions
Kitamura, Yuichi; Santos, Andres; Shaikh, Azeem M. - 2009
Persistent link: https://www.econbiz.de/10003868960