Search Results - subject:"tests"

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Assessing fiscal sustainability with panel unit root, cointegration, and granger causality tests : evidence from the broader groups of countries

Fir, Nejc - In: Naše gospodarstvo : NG 70 (2024) 3, pp. 1-20

tests, cointegration, and Granger causality test. This paper focuses on assessing the fiscal sustainability of four panels …

Persistent link: https://www.econbiz.de/10015130392

Bonferroni-type tests for return predictability with possibly trending predictors

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of applied econometrics 40 (2025) 1, pp. 37-56

Persistent link: https://www.econbiz.de/10015372710

A robust permutation test for subvector inference in linear regressions

D'Haultfœuille, Xavier; Tuvaandorj, Purevdorj - In: Quantitative Economics 15 (2024) 1, pp. 27-87

We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test is asymptotically of correct level, consistent, and has power against local alternatives when the...

Persistent link: https://www.econbiz.de/10014537024

Bonferroni type tests for return predictability and the initial condition

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 499-515

Persistent link: https://www.econbiz.de/10015053422

The health technology assessment approach of the economic value of diagnostic test: a literature review

Bardey, David; De Donder, Philippe; Zaporozhets, Vera - 2024

Persistent link: https://www.econbiz.de/10014529772

The health technology assessment approach of the economic value of diagnostic tests : a literature review

Bardey, David; De Donder, Philippe; Zaporozhets, Vera - 2024

Persistent link: https://www.econbiz.de/10014476102

A robust permutation test for subvector inference in linear regressions

D'Haultfœuille, Xavier; Tuvaandorj, Purevdorj - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 27-87

Persistent link: https://www.econbiz.de/10014496927

Testing the carbon hysteresis hypothesis in Azerbaijan : evidence from nonlinear unit root tests

Javanshirova, Zuleykha; Mirzayev, Farhad; Babashova, Sakina - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 161-167

Persistent link: https://www.econbiz.de/10015618682

MSTest: an R-package for testing Markov switching models

Rodriguez Rondon, Gabriel; Dufour, Jean-Marie - 2026 - Last updated: March 4, 2026

provides several testing frameworks, including Monte Carlo likelihood ratio tests (Rodriguez-Rondon and Dufour (2025)), moment …-based tests (Dufour and Luger (2017)), parameter stability tests (Carrasco et al. (2014)), and classical likelihood ratio …

Persistent link: https://www.econbiz.de/10015612283

Estimation and inference for stochastic volatility models with heavy-tailed distributions

Rodriguez Rondon, Gabriel; Dufour, Jean-Marie; Ahsan, Nazmul - 2026 - Last updated: March 6, 2026

Statistical inference-both estimation and testing-for stochastic volatility (SV) models is known to be challenging and computationally demanding. We propose simple and efficient estimators for SV models with conditionally heavy-tailed error distributions, particularly the Student's t and...

Persistent link: https://www.econbiz.de/10015612285