Narrow search
Showing 1 - 10 of 10
Cover Image
Testing for instability in factor structure of yield curves
Philip, Dennis (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806862
Cover Image
Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2015
Persistent link: https://www.econbiz.de/10011284807
Cover Image
Testing for instability in covariance structures
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440730
Cover Image
Detecting multiple structural breaks : dummy saturation vs sequential bootstrapping : with an application to the Fisher relationship for US
Bergamelli, Michele; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440746
Cover Image
Testing for co-jumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - 2012
Persistent link: https://www.econbiz.de/10009578146
Cover Image
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
Cover Image
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381375
Cover Image
Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806837
Cover Image
An automatic test for super exogeneity
Hendry, David F. (contributor); Santos, Carlos (contributor) - 2008
Persistent link: https://www.econbiz.de/10003806869
Cover Image
Testing for co-jumps in financial markets
Novotný, Jan; Urga, Giovanni - 2017 - This version: 24 April 2017
Persistent link: https://www.econbiz.de/10013369926