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ECONIS (ZBW)
81
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1
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
2
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
3
Testing partial instrument monotonicity
Jiang, Hongyi
;
Sun, Zhenting
- In:
Economics letters
233
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014506305
Saved in:
4
No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance
Anghel, Dan Gabriel
- In:
Economics letters
216
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013448360
Saved in:
5
Empirical likelihood inference for Oaxaca-Blinder decomposition
Otsu, Taisuke
;
Tanaka, Shiori
- In:
Economics letters
219
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013470977
Saved in:
6
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin
;
Li, Haiqi
;
Zhong, Wanling
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
Saved in:
7
On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test
Wang, Wenjie
- In:
Economics letters
191
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012508550
Saved in:
8
A note on Portmanteau tests for conditional heteroscedastistic models
Ben, Youhong
;
Jiang, Feiyu
- In:
Economics letters
192
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508571
Saved in:
9
Structural changes in large economic datasets : a nonparametric homogeneity test
Casarin, Roberto
;
Costola, Michele
- In:
Economics letters
176
(
2019
),
pp. 55-59
Persistent link: https://www.econbiz.de/10012121230
Saved in:
10
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
11
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
12
Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen
;
Prokhorov, Artem
;
Qian, Hailong
- In:
Economics letters
171
(
2018
),
pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
Saved in:
13
A note on the likelihood ratio test on the equality of group frontiers
Huang, Cliff J.
;
Lai, Hung-pin
- In:
Economics letters
155
(
2017
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011821474
Saved in:
14
Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao
;
McCabe, Brendan Peter Martin
- In:
Economics letters
155
(
2017
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011821631
Saved in:
15
Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong
;
Lee, Chingnun
;
Su, Jen-je
- In:
Economics letters
159
(
2017
),
pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
Saved in:
16
Nonlinear error correction based cointegration test in panel data
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Denaux, Zulal S.
- In:
Economics letters
157
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
Saved in:
17
A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
18
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Saved in:
19
A nonparametric approach to test for predictability
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Economics letters
148
(
2016
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011619752
Saved in:
20
A robustified Jarque-Bera test for multivariate normality
Kim, Namhyun
- In:
Economics letters
140
(
2016
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011615965
Saved in:
21
A test for changing trends with monotonic power
Wu, Jilin
- In:
Economics letters
141
(
2016
),
pp. 15-19
Persistent link: https://www.econbiz.de/10011616049
Saved in:
22
Joint hypothesis tests for multidimensional inequality indices
Abul Naga, Ramses H.
;
Shen, Yajie
;
Hong il Yoo
- In:
Economics letters
141
(
2016
),
pp. 138-142
Persistent link: https://www.econbiz.de/10011616215
Saved in:
23
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:
24
A modified test against spurious long memory
Kruse, Robinson
- In:
Economics letters
135
(
2015
),
pp. 34-38
Persistent link: https://www.econbiz.de/10011434828
Saved in:
25
Testing spatial effects and random effects in a nested panel data model
He, Ming
;
Lin, Kuan-pin
- In:
Economics letters
135
(
2015
),
pp. 85-91
Persistent link: https://www.econbiz.de/10011434913
Saved in:
26
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
27
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:
28
Testing for joint significance in nonstationary ordered choice model
Xu, Peng
- In:
Economics letters
130
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011422068
Saved in:
29
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
30
Testing for individual and time effects in panel data models with interactive effects
Wu, Jianhong
;
Li, Jinchang
- In:
Economics letters
125
(
2014
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10010505296
Saved in:
31
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
Saved in:
32
Hypothesis testing for arbitrary bounds
Penney, Jeffrey
- In:
Economics letters
121
(
2013
)
3
,
pp. 492-494
Persistent link: https://www.econbiz.de/10010393044
Saved in:
33
Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng
;
Kuan, Chung-ming
;
Chen, Shikuan
- In:
Economics letters
121
(
2013
)
3
,
pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
Saved in:
34
A simple test for the ignorability of non-compliance in experiments
Huber, Martin
- In:
Economics letters
120
(
2013
)
3
,
pp. 389-391
Persistent link: https://www.econbiz.de/10010128809
Saved in:
35
Power monotonicity in detecting volatility levels change
Xu, Ke-li
- In:
Economics letters
121
(
2013
)
1
,
pp. 64-69
Persistent link: https://www.econbiz.de/10010187087
Saved in:
36
Partial identification of distributional and quantile treatment effects in difference-in-differences models
Fan, Yanqin
;
Yu, Zhengfei
- In:
Economics letters
115
(
2012
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10009632890
Saved in:
37
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
38
A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca
;
Fachin, Stefano
- In:
Economics letters
116
(
2012
)
2
,
pp. 154-156
Persistent link: https://www.econbiz.de/10009674514
Saved in:
39
A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele
- In:
Economics letters
117
(
2012
)
3
,
pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
Saved in:
40
Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
Arezki, Rabah
;
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
Economics letters
117
(
2012
)
3
,
pp. 814-816
Persistent link: https://www.econbiz.de/10009682663
Saved in:
41
Testing for bivariate stochastic dominance using inequality restrictions
Stengos, Thanasēs
;
Thompson, Brennan S.
- In:
Economics letters
115
(
2012
)
1
,
pp. 60-62
Persistent link: https://www.econbiz.de/10009615322
Saved in:
42
A robust test for multivariate normality
Jönsson, Kristian
- In:
Economics letters
113
(
2011
)
2
,
pp. 199-201
Persistent link: https://www.econbiz.de/10009375551
Saved in:
43
A nonparametric test for path dependence in discrete panel data
Kasy, Maximilian
- In:
Economics letters
113
(
2011
)
2
,
pp. 172-175
Persistent link: https://www.econbiz.de/10009375562
Saved in:
44
Testing the product test
Brea, H.
;
Grifell i Tatje, Emili
;
Lovell, C. A. Knox
- In:
Economics letters
113
(
2011
)
2
,
pp. 157-159
Persistent link: https://www.econbiz.de/10009375577
Saved in:
45
Normality test for multivariate conditional heteroskedastic dynamic
Lee, Sangyeol
;
Ng, Chi Tim
- In:
Economics letters
111
(
2011
)
1
,
pp. 75-77
Persistent link: https://www.econbiz.de/10009241338
Saved in:
46
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
Saved in:
47
Testing for Zipf's law : a common pitfall
Urzúa, Carlos M.
- In:
Economics letters
112
(
2011
)
3
,
pp. 254-255
Persistent link: https://www.econbiz.de/10009297474
Saved in:
48
Fixed, random, or something in between? : a variant of Hausman's specification test for panel data estimators
Frondel, Manuel
;
Vance, Colin
- In:
Economics letters
107
(
2010
)
3
,
pp. 327-329
Persistent link: https://www.econbiz.de/10008648232
Saved in:
49
Spatial lag test with equal weights
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
104
(
2009
)
2
,
pp. 81-82
Persistent link: https://www.econbiz.de/10003870169
Saved in:
50
GLS-detrending and regime-wise stationarity testing in small samples
Lopez, Claude
- In:
Economics letters
104
(
2009
)
2
,
pp. 99-101
Persistent link: https://www.econbiz.de/10003870503
Saved in:
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