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ECONIS (ZBW)
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1
Multiple testing with covariate adjustment in experimental economics
List, John A.
;
Shaikh, Azeem M.
;
Vayalinkal, Atom
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 920-939
Persistent link: https://www.econbiz.de/10014432200
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
4
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
5
Testing random assignment to peer groups
Jochmans, Koen
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 321-333
Persistent link: https://www.econbiz.de/10014287989
Saved in:
6
Testing identifying assumptions in bivariate probit models
Acerenza, Santiago
;
Bartalotti, Otávio
;
Kédagni, Désiré
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 407-422
Persistent link: https://www.econbiz.de/10014287996
Saved in:
7
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
8
Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.
;
Wang, Yulong
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
Saved in:
9
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
Saved in:
10
Income and democracy : a smooth varying coefficient redux
Lundberg, Alexander L.
;
Huynh, Kim P.
;
Jacho-Chávez, …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 719-724
Persistent link: https://www.econbiz.de/10011703153
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11
Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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12
Testing for predictability in panels with general predictors
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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13
Directed tests of no cross-sectional correlation in large-N panel data models
Demetrescu, Matei
;
Homm, Ulrich-Michael
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 4-31
Persistent link: https://www.econbiz.de/10011642081
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14
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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15
An extension of the J-test to a spatial panel data framework
Kelejian, Harry H.
;
Piras, Gianfranco
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 387-402
Persistent link: https://www.econbiz.de/10011644338
Saved in:
16
Error correction testing in panels with common stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
Saved in:
17
Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.
;
Wolski, Marcin
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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18
On the empirical failure of purchasing power parity tests
Pelagatti, Matteo
;
Colombo, Emilio
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 904-923
Persistent link: https://www.econbiz.de/10011431660
Saved in:
19
A test of the conditional independence assumption in sample selection models
Huber, Martin
;
Melly, Blaise
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431744
Saved in:
20
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
21
Tests of equal forecast accuracy for overlapping models
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
Saved in:
22
An identification-robust test for time-varying parameters in the dynamics of energy prices
Bernard, Jean-Thomas
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 603-624
Persistent link: https://www.econbiz.de/10009618517
Saved in:
23
Rational speculative bubbles and commodities markets : application of duration dependence test?
Emekter, Riza
;
Jirasakuldech, Benjamas
;
Went, Peter
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 581-596
Persistent link: https://www.econbiz.de/10009624351
Saved in:
24
Data snooping and the global accrual anomaly
Leippold, Markus
;
Lohre, Harald
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 509-535
Persistent link: https://www.econbiz.de/10009624402
Saved in:
25
Testing distributional assumptions : a GMM approach
Bontemps, Christian
;
Meddahi, Nour
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 978-1012
Persistent link: https://www.econbiz.de/10010219746
Saved in:
26
On the size distortion of tests after an overidentifying restrictions pretest
Guggenberger, Patrik
;
Kumar, Gitanjali
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1138-1160
Persistent link: https://www.econbiz.de/10009677970
Saved in:
27
A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...
Milionis, Alexandros E.
;
Papanagiotou, Evaggelia
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 421-436
Persistent link: https://www.econbiz.de/10009124540
Saved in:
28
A new poolability test for cointegrated panels
Westerlund, Joakim
;
Hess, Wolfgang
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
Saved in:
29
Simulation-based tests of forward-looking models under var learning dynamics
Fanelli, Luca
;
Palomba, Giulio
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 762-782
Persistent link: https://www.econbiz.de/10009408917
Saved in:
30
Forecast encompassing tests and probability forecasts
Clements, Michael P.
;
Harvey, David I.
- In:
Journal of applied econometrics
25
(
2010
)
6
,
pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
Saved in:
31
On nonparametric estimation of a hedonic price function
Haupt, Harry
;
Schnurbus, Joachim
;
Tschernig, Rolf
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 894-901
Persistent link: https://www.econbiz.de/10008667438
Saved in:
32
A test for multimodality of regression derivatives with application to nonparametric growth regressions
Henderson, Daniel J.
- In:
Journal of applied econometrics
25
(
2010
)
3
,
pp. 458-480
Persistent link: https://www.econbiz.de/10008667541
Saved in:
33
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
34
Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K.
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
Saved in:
35
Modelling cross-sectional profitability and capital intensity using panel corrected significance tests
Hecht, Jason
- In:
Applied financial economics
18
(
2008
)
16/18
,
pp. 1501-1513
Persistent link: https://www.econbiz.de/10003779571
Saved in:
36
The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit
;
Savin, N. Eugene
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
Saved in:
37
A unified approach to standardized-residuals-based correlation tests for GARCH-type models
Chen, Yi-ting
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10003682856
Saved in:
38
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In
;
Chue, Timothy K.
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
Saved in:
39
Purchasing power parity versus the EU in the Mediterramean countries
Camarero Olivas, Mariam
;
Cuestas, Juan Carlos
; …
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10003291848
Saved in:
40
Comparing shocks and frictions in US and euro area business cycles : a Bayesian DSGE approach
Smets, Frank
;
Wouters, Rafael
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 161-183
Persistent link: https://www.econbiz.de/10002729071
Saved in:
41
On the size and power of normalized autocorrelation coefficients
Kwan, Andy Cheuk-chiu
;
Sim, Ah-boon
;
Wu, Yangru
- In:
Applied financial economics
15
(
2005
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10002529517
Saved in:
42
Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando
;
Sosvilla-Rivero, Simón
; …
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 911-930
Persistent link: https://www.econbiz.de/10003243480
Saved in:
43
Validating multiple structural change models : a case study
Zeileis, Achim
;
Kleiber, Christian
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 685-690
Persistent link: https://www.econbiz.de/10003121635
Saved in:
44
Monitoring structural change in dynamic econometric models
Zeileis, Achim
;
Leisch, Friedrich
;
Kleiber, Christian
; …
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10003027431
Saved in:
45
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
46
On the size and power of testing for no autocorrelation under weak assumptions
Su, Jen-je
- In:
Applied financial economics
15
(
2005
)
4
,
pp. 247-257
Persistent link: https://www.econbiz.de/10002606239
Saved in:
47
Poverty comparisons with dependent samples
Zheng, Buhong
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 419-428
Persistent link: https://www.econbiz.de/10002102178
Saved in:
48
Mixed signals among tests for cointegration
Gregory, Allan W.
;
Haug, Alfred Albert
;
Lomuto, Nicoletta
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
Saved in:
49
The Chinese stock exchange market : operations and efficiency
Seddighi, Hamid R.
;
Nian, W.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 785-797
Persistent link: https://www.econbiz.de/10002121596
Saved in:
50
Making inferences about the polarization, welfare and poverty of nations : a study of 101 countries 1970 - 1995
Anderson, Gordon
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 537-550
Persistent link: https://www.econbiz.de/10002342657
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