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ECONIS (ZBW)
418
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401
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401
Testing for linearity
Hansen, Bruce E.
- In:
Journal of economic surveys
13
(
1999
)
5
,
pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
Saved in:
402
Nonparametric statistical tests for the random walk in stock prices
Cerrito, Patricia
;
Olson, Dennis
;
Ostaszewski, Krzysztof M.
- In:
Advances in quantitative analysis of finance and …
6
(
1998
),
pp. 27-36
Persistent link: https://www.econbiz.de/10001406201
Saved in:
403
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 203-227
Persistent link: https://www.econbiz.de/10001443691
Saved in:
404
Methods for evaluating value-at-risk estimates
López, José A.
-
1998
Persistent link: https://www.econbiz.de/10001487296
Saved in:
405
Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M.
;
Rizzo, Rosario C.
-
1998
Persistent link: https://www.econbiz.de/10001530572
Saved in:
406
Testing the consumption CAPM with heavy-tailed pricing errors
Kocherlakota, Narayana Rao
- In:
Macroeconomic dynamics
1
(
1997
)
3
,
pp. 551-567
Persistent link: https://www.econbiz.de/10001630069
Saved in:
407
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A.
;
Resnick, Bruce G.
- In:
Review of quantitative finance and accounting
7
(
1996
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10001467530
Saved in:
408
Time diversification and security preferences : a stochastic dominance analysis
Hodges, Charles W.
;
Yoder, James A.
- In:
Review of quantitative finance and accounting
7
(
1996
)
3
,
pp. 289-298
Persistent link: https://www.econbiz.de/10001467580
Saved in:
409
Testing a time series for difference stationarity
MacCabe, B. P.
;
Tremayne, Andrew R.
-
1994
Persistent link: https://www.econbiz.de/10000147758
Saved in:
410
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
411
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter
-
1987
Persistent link: https://www.econbiz.de/10001383153
Saved in:
412
Parameter instability in mutual fund portofolio : a shiftimg regimes test
Bauer, Richard J.
;
Hays, Patrick A.
;
Upton, David E.
- In:
Quarterly journal of business and economics : QJBE
26
(
1987
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10003697667
Saved in:
413
Testing for consistency using artificial regressions
MacKinnon, James G.
;
Davidson, Russell
-
1987
Persistent link: https://www.econbiz.de/10003522198
Saved in:
414
Small sample adjustments for the J-test
Godfrey, L. G.
;
Godfrey, L.G.
;
Pesaran, M.H.
-
1983
Persistent link: https://www.econbiz.de/10000012596
Saved in:
415
Multivariate tests with incomplete data
Eaton, Morris
;
Kariya, Takeaki
-
1983
Persistent link: https://www.econbiz.de/10003534480
Saved in:
416
Small sample adjustments for the J-test
Godfrey, L. G.
;
Pesaran, Hashem
-
1982
Persistent link: https://www.econbiz.de/10001532016
Saved in:
417
Totally-balanced and greedy matrices
Hoffman, A. J.
;
Kolen, A. W. J.
;
Sakarovitch, M.
-
1982
Persistent link: https://www.econbiz.de/10003550947
Saved in:
418
Aggregation in large-scale distribution systems
Keith, Nancy Kay Alcorn
-
1978
Persistent link: https://www.econbiz.de/10003478452
Saved in:
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