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Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, Robin L.; Ng, Serena - In: Journal of econometrics 93 (1999) 2, pp. 257-279
Persistent link: https://www.econbiz.de/10001406657
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Weak exogeneity in I(2) VAR systems
Paruolo, Paolo; Rahbek, Anders - In: Journal of econometrics 93 (1999) 2, pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
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The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Michelis, Leo - In: Journal of econometrics 93 (1999) 2, pp. 369-401
Persistent link: https://www.econbiz.de/10001406666
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Bootstrap testing in nonlinear models
Davidson, Russell; MacKinnon, James G. - In: International economic review 40 (1999) 2, pp. 487-508
Persistent link: https://www.econbiz.de/10001374343
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Likelihood ratio tests for multiple structural changes
Bai, Jushan - In: Journal of econometrics 91 (1999) 2, pp. 299-323
Persistent link: https://www.econbiz.de/10001382092
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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-fu Jeff; Teräsvirta, Timo - In: Journal of econometrics 90 (1999) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10001382111
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Model selection tests for moment inequality models
Shi, Xiaoxia - In: Journal of econometrics 187 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799