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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Economics letters
80
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47
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26
International economic review
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Discussion papers of interdisciplinary research project 373
23
Oxford bulletin of economics and statistics
22
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
22
Discussion paper / Tinbergen Institute
21
Journal of official statistics : JOS ; an international quarterly
20
Discussion paper / Center for Economic Research, Tilburg University
19
American journal of agricultural economics
18
NBER technical working paper series
18
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
17
Annales d'économie et de statistique
17
IMF Working Papers
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IMF country report
17
Journal of quantitative economics : official journal of the Indian Econometric Society
17
Working papers in economics and econometrics
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Acta Universitatis Lodziensis / Folia oeconomica
16
European journal of operational research : EJOR
16
Revue de statistique appliquée
16
Statistics in transition : an international journal of the Polish Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Jahrbücher für Nationalökonomie und Statistik
14
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1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
3
Improving the power of tests of stochastic dominance
Donald, Stephen G.
;
Hsu, Yu-Chin
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 553-585
Persistent link: https://www.econbiz.de/10011550043
Saved in:
4
Special issue: Bayesian inference and information : in memory of Arnold Zellner
Soofi, Ehsan S.
(
contributor
);
Zellner, Arnold
(
honouree
)
-
2014
Persistent link: https://www.econbiz.de/10010357833
Saved in:
5
Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi
;
Yanfeng, Wei
- In:
Econometric reviews
33
(
2014
)
8
,
pp. 936-947
Persistent link: https://www.econbiz.de/10010363871
Saved in:
6
Using simulation methods for Bayesian econometric models : inference, development, and communication
Geweke, John
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 1-73
Persistent link: https://www.econbiz.de/10001371088
Saved in:
7
Estimating consumer surplus comments on "Using simulation methods for Bayesian econometric models: inference development and communication"
Griffiths, William E.
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001395553
Saved in:
8
Using simulation methods for Bayesian econometric models : inference, development and communication: some comments
Martin, Gael M.
;
Forbes, Catherine Scipione
- In:
Econometric reviews
18
(
1999
)
1
,
pp. 113-118
Persistent link: https://www.econbiz.de/10001395559
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9
A residual-based test of the null of cointegration in panel data
McCoskey, Suzanne
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10001237558
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10
Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
Saved in:
11
A test of normality using nonparametric residuals
Whang, Yoon-jae
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
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12
On the power of Durban-Watson statistics against fractionally integrated processes
Tsay, Wen-jen
- In:
Econometric reviews
17
(
1998
)
4
,
pp. 361-386
Persistent link: https://www.econbiz.de/10001250284
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13
Monte Carlo evidence on the robustness of conditional moment tests in tobit and probit models
Skeels, Christopher L.
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 69-92
Persistent link: https://www.econbiz.de/10001217210
Saved in:
14
A note on adaptation in GARCH models
González-Rivera, Gloria
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10001217211
Saved in:
15
On the corrections to information matrix tests
Cribari-Neto, Francisco
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001217213
Saved in:
16
Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, Herman Peter
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10001217214
Saved in:
17
A test of the normality assumption in the ordered probit model
Glewwe, Paul
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001217215
Saved in:
18
Wald, LM and LR test statistics of linear hypotheses in a structural equation model
Oya, Kosuke
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10001220187
Saved in:
19
Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L.
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
Saved in:
20
Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
Saved in:
21
Exact testing in multivariate regression
Stewart, Kenneth G.
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 321-352
Persistent link: https://www.econbiz.de/10001225568
Saved in:
22
Specification tests in ordered logit and probit models
Weiss, Andrew A.
- In:
Econometric reviews
16
(
1997
)
4
,
pp. 361-391
Persistent link: https://www.econbiz.de/10001230027
Saved in:
23
Testing for structural change in cointegrated regression models : some comparisons and generalizations
Hao, Kang
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 401-429
Persistent link: https://www.econbiz.de/10001210396
Saved in:
24
Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
Saved in:
25
On Bartlett and Bartlett-type corrections
Cribari-Neto, Francisco
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 339-367
Persistent link: https://www.econbiz.de/10001210401
Saved in:
26
Testing for random individual effects using recursive residuals
Baltagi, Badi H.
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 331-338
Persistent link: https://www.econbiz.de/10001212111
Saved in:
27
Nonparametric testing of closeness between two unknown distribution functions
Li, Qi
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 261-274
Persistent link: https://www.econbiz.de/10001212114
Saved in:
28
Nuisance paramenter free properties of correlation integral based statistics
DeLima, Pedro J. F.
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 237-259
Persistent link: https://www.econbiz.de/10001212115
Saved in:
29
A test for independence based on the correlation dimension
Brock, William A.
;
Scheinkman, José Alexandre
; …
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 197-235
Persistent link: https://www.econbiz.de/10001212116
Saved in:
30
Comparing approximations to the expectation of a ratio of quadratic forms in normal variables
Smith, Murray D.
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10001197545
Saved in:
31
The robustness of point optimal testing for Rosenberg random regression coefficients
Brooks, Robert
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10001177161
Saved in:
32
The generalized fluctuation test : a unifying view
Kuan, Chung-ming
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
Saved in:
33
The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 487-510
Persistent link: https://www.econbiz.de/10001189077
Saved in:
34
A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 473-485
Persistent link: https://www.econbiz.de/10001189078
Saved in:
35
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
36
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
37
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
38
The role of the constant and linear terms in cointegration analysis of nonstationary variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 205-229
Persistent link: https://www.econbiz.de/10001163113
Saved in:
39
An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K.
- In:
Econometric reviews
12
(
1993
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10001144882
Saved in:
40
Testing stationarity and trend stationarity against the unit root hypothesis
Bierens, Herman J.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001141852
Saved in:
41
Joint tests of non-nested models and general error specifications
Bera, Anil K.
(
contributor
)
- In:
Econometric reviews
11
(
1992
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10001121979
Saved in:
42
Efficient score tests for heteroskedasticity in micro-econometrics
Orme, Chris D.
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001128474
Saved in:
43
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
44
A simple Bera-Jarque normality test for nonparametric residuals
Rilstone, Paul
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 355-365
Persistent link: https://www.econbiz.de/10001133929
Saved in:
45
On the finite sample performance of exogeneity tests of Revankar, Revankar and Hartley and Wu-Hausman
Meepagala, Gaminie
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 337-353
Persistent link: https://www.econbiz.de/10001133930
Saved in:
46
A note on F statistics for instrumental variable regressions
Godfrey, L. G.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 329-336
Persistent link: https://www.econbiz.de/10001133931
Saved in:
47
Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
Saved in:
48
A Lagrange multiplier test for the error components model with incomplete panels
Baltagi, Badi H.
- In:
Econometric reviews
9
(
1990
)
1
,
pp. 103-107
Persistent link: https://www.econbiz.de/10001094747
Saved in:
49
Optimal collection of information by partially informed agents
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
7
(
1988
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10001064639
Saved in:
50
Checks of model adequacy for univariate time series models and their application to econometric relationships
Godfrey, L. G.
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001054261
Saved in:
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