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ECONIS (ZBW)
82
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1
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82
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1
Improving factor momentum : statistical significance matters
Liu, Yangyi
;
Luo, Ronghua
;
Zhao, Senyang
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
Saved in:
2
Combining discrimination diagnostics to identify sources of statistical discrimination
Domínguez, Patricio
;
Grau, Nicolás
;
Vergara, Damián
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442026
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Testing overidentifying restrictions with a restricted parameter space
Ketz, Philipp
- In:
Economics letters
185
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012304944
Saved in:
5
A Bayesian analysis of binary misclassification
Bollinger, Christopher R.
;
Hasselt, Martijn van
- In:
Economics letters
156
(
2017
),
pp. 68-73
Persistent link: https://www.econbiz.de/10011822367
Saved in:
6
Significance test in nonstationary multinomial logit model
Chu, Chia-shang James
;
Liu, Nan
;
Zhang, Lina
- In:
Economics letters
143
(
2016
),
pp. 94-98
Persistent link: https://www.econbiz.de/10011616942
Saved in:
7
The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul
- In:
Economics letters
127
(
2015
),
pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
Saved in:
8
Parameter orthogonalization and Bayesian inference with many instruments
Hahn, Jinyong
;
Hansen, Karsten T.
- In:
Economics letters
112
(
2011
)
2
,
pp. 207-209
Persistent link: https://www.econbiz.de/10009243323
Saved in:
9
Large deviation asymptotics for statistical treatment rules
Otsu, Taisuke
- In:
Economics letters
101
(
2008
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10003787463
Saved in:
10
A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
- In:
Economics letters
92
(
2006
)
1
,
pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
Saved in:
11
A score-type and a Hausman-type statistic based on nonsingular generalized inverses
Dastoor, Naorayex K.
- In:
Economics letters
81
(
2003
)
3
,
pp. 395-401
Persistent link: https://www.econbiz.de/10001835573
Saved in:
12
Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D.
- In:
Economics letters
58
(
1998
)
1
,
pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
Saved in:
13
A note on Lagrange multipliers with several binding constraints
Weber, Christian E.
- In:
Economics letters
59
(
1998
)
1
,
pp. 71-75
Persistent link: https://www.econbiz.de/10001239090
Saved in:
14
Bootstrap-based critical values for tests of common factor restrictions
Godfrey, L. G.
- In:
Economics letters
59
(
1998
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001239108
Saved in:
15
A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H.
- In:
Economics letters
59
(
1998
)
2
,
pp. 183-187
Persistent link: https://www.econbiz.de/10001241446
Saved in:
16
Joint application of the Dickey-Fuller and KPSS tests
Charemza, Wojciech
- In:
Economics letters
61
(
1998
)
1
,
pp. 17-21
Persistent link: https://www.econbiz.de/10001250912
Saved in:
17
An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon
- In:
Economics letters
60
(
1998
)
2
,
pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
Saved in:
18
Does the method of data detrending matter? : A study of the KPSS test against long memory alternatives
Su, Jen-je
- In:
Economics letters
60
(
1998
)
2
,
pp. 139-146
Persistent link: https://www.econbiz.de/10001251595
Saved in:
19
Real exchange rates under the recent float : unequivocal evidence of mean reversion
Sarno, Lucio
- In:
Economics letters
60
(
1998
)
2
,
pp. 131-137
Persistent link: https://www.econbiz.de/10001251596
Saved in:
20
Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter
- In:
Economics letters
61
(
1998
)
3
,
pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
Saved in:
21
Unobservables in count data models for on-site samples
Silva, João Santos
- In:
Economics letters
54
(
1997
)
3
,
pp. 217-220
Persistent link: https://www.econbiz.de/10001224359
Saved in:
22
An elementary estimator of the partial linear model
Yatchew, Adonis John
- In:
Economics letters
57
(
1997
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001235647
Saved in:
23
Modified Wald test for regression disturbances
Laskar, Mizan R.
- In:
Economics letters
56
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
Saved in:
24
A predictive motivation for loss function specification in parametric hypothesis testing
Poirier, Dale J.
- In:
Economics letters
56
(
1997
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10001226473
Saved in:
25
On stationary tests in the presence of structural breaks
Lee, Junsoo
- In:
Economics letters
55
(
1997
)
2
,
pp. 165-172
Persistent link: https://www.econbiz.de/10001227367
Saved in:
26
Small sample properties of GARCH(1,1) estimator under non-normality
Noh, Jaesun
- In:
Economics letters
55
(
1997
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10001227370
Saved in:
27
Consistency of the KPSS unit root test against fractionally integrated alternative
Lee, Hyung S.
- In:
Economics letters
55
(
1997
)
2
,
pp. 151-160
Persistent link: https://www.econbiz.de/10001227371
Saved in:
28
Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki
- In:
Economics letters
57
(
1997
)
3
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
Saved in:
29
Truncated means and variances
Burdett, Kenneth
- In:
Economics letters
52
(
1996
)
3
,
pp. 263-267
Persistent link: https://www.econbiz.de/10001212507
Saved in:
30
On the correct use of omnibus tests for normality
Urzúa, Carlos M.
- In:
Economics letters
53
(
1996
)
3
,
pp. 247-251
Persistent link: https://www.econbiz.de/10001216271
Saved in:
31
Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
Edgerton, David L.
- In:
Economics letters
53
(
1996
)
2
,
pp. 153-159
Persistent link: https://www.econbiz.de/10001216789
Saved in:
32
Bootstrapping Hausman's exogeneity test
Wong, Ka-fu
- In:
Economics letters
53
(
1996
)
2
,
pp. 139-143
Persistent link: https://www.econbiz.de/10001216794
Saved in:
33
Modified wald tests for non-linear restrictions : a cautionary tale
Goh, Kim-leng
- In:
Economics letters
53
(
1996
)
2
,
pp. 133-138
Persistent link: https://www.econbiz.de/10001216797
Saved in:
34
Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
Kwan, Andy Cheuk-chiu
- In:
Economics letters
50
(
1996
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10001194175
Saved in:
35
Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J.
- In:
Economics letters
50
(
1996
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
Saved in:
36
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P.
- In:
Economics letters
50
(
1996
)
3
,
pp. 315-321
Persistent link: https://www.econbiz.de/10001197811
Saved in:
37
A non-parametric approach to non-linear causality testing
Bell, David N. F.
- In:
Economics letters
51
(
1996
)
1
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001199698
Saved in:
38
Response surface estimates of the KPSS stationarity test
Sephton, Peter S.
- In:
Economics letters
47
(
1995
)
3
,
pp. 255-261
Persistent link: https://www.econbiz.de/10001178228
Saved in:
39
Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry
Zheng, John Xu
- In:
Economics letters
47
(
1995
)
3
,
pp. 249-253
Persistent link: https://www.econbiz.de/10001178229
Saved in:
40
Aggregated heterogeneous dependent data and the logit model : a suggested approach
Kelejian, Harry H.
- In:
Economics letters
47
(
1995
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10001178230
Saved in:
41
Testing for unit roots in flow data sampled at different frequencies
Ng, Serena
- In:
Economics letters
47
(
1995
)
3
,
pp. 237-242
Persistent link: https://www.econbiz.de/10001178231
Saved in:
42
Vector attenuation bias in the classical errors-in-variables model
Nelson, Daniel B.
- In:
Economics letters
49
(
1995
)
4
,
pp. 345-349
Persistent link: https://www.econbiz.de/10001190463
Saved in:
43
The functional equivalence of the W, LR, and LM statistics
Stewart, Kenneth G.
- In:
Economics letters
49
(
1995
)
2
,
pp. 109-112
Persistent link: https://www.econbiz.de/10001188282
Saved in:
44
A semi-parametric non-nested test in a dynamic panel data model
Li, Qi
- In:
Economics letters
49
(
1995
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001188309
Saved in:
45
Testing an hypothesis about differences in poverty estimated from grouped data
Kakwani, Nanak
- In:
Economics letters
46
(
1994
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001172363
Saved in:
46
Bayesian estimation and forecasting in non-linear models : application to an LSTAR model
Péguin-Feissolle, Anne
- In:
Economics letters
46
(
1994
)
3
,
pp. 187-194
Persistent link: https://www.econbiz.de/10001172375
Saved in:
47
Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming
- In:
Economics letters
44
(
1994
)
3
,
pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
Saved in:
48
A diagnostic test for the sources of persistence in individuals' decisions
Shachar, Ron
- In:
Economics letters
45
(
1994
)
1
,
pp. 7-13
Persistent link: https://www.econbiz.de/10001162400
Saved in:
49
Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
- In:
Economics letters
45
(
1994
)
2
,
pp. 169-174
Persistent link: https://www.econbiz.de/10001163976
Saved in:
50
Statistical inference for decile means
Beach, Charles M.
(
contributor
)
- In:
Economics letters
45
(
1994
)
2
,
pp. 161-167
Persistent link: https://www.econbiz.de/10001163978
Saved in:
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