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~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Statistischer Test"
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A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
Saved in:
2
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
3
M tests with a new normalization matrix
Chen, Yi-ting
;
Qu, Zhongjun
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 617-652
Persistent link: https://www.econbiz.de/10011373254
Saved in:
4
Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
; …
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
Saved in:
5
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 453-497
Persistent link: https://www.econbiz.de/10009124290
Saved in:
6
A consistent model specification test based on the kernel sum of squares of residuals
Fan, Yanqin
;
Li, Qi
- In:
Econometric reviews
21
(
2002
)
3
,
pp. 337-352
Persistent link: https://www.econbiz.de/10001718759
Saved in:
7
Potential pitfalls for the purchasing-power-parity puzzle? : Sampling and specification biases in mean-reversion tests of the law of one price
Taylor, Alan M.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10001566255
Saved in:
8
The choice between sets of regressors
Sargan, John Denis
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 171-186
Persistent link: https://www.econbiz.de/10001596579
Saved in:
9
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
10
Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
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