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136
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
3
Inferring inequality : testing for median-preserving spreads in ordinal data
Abul Naga, Ramses H.
;
Stapenhurst, Christopher
; …
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 156-174
Persistent link: https://www.econbiz.de/10014551505
Saved in:
4
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
Saved in:
5
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
Saved in:
6
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
Saved in:
7
Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
Saved in:
8
A simple test of completeness in a class of nonparametric specification
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 373-399
Persistent link: https://www.econbiz.de/10013364886
Saved in:
9
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
Bailey, Natalia
;
Jiang, Dandan
;
Yao, Jianfeng
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 564-582
Persistent link: https://www.econbiz.de/10013364894
Saved in:
10
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
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11
Testing independence between exogenous variables and unobserved errors
Li, Shuo
;
Peng, Liuhua
;
Tu, Yundong
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
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12
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:
13
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Saved in:
14
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Beaulieu, Marie-Claude
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1205-1242
Persistent link: https://www.econbiz.de/10013490702
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15
Improved confidence sets for the date of a structural break
Yamazaki, Daisuke
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 257-289
Persistent link: https://www.econbiz.de/10012515598
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16
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
Saved in:
17
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
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18
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua
;
Cai, Zongwu
;
Fang, Ying
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Saved in:
19
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
20
A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
Saved in:
21
Finite sample properties of the GMM Anderson-Rubin test
Bun, Maurice J. G.
;
Farbmacher, Helmut
;
Poldermans, Rutger W
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1042-1056
Persistent link: https://www.econbiz.de/10012406208
Saved in:
22
Identification strength with a large number of moments
Han, Hyojin
;
Renault, Eric
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
Saved in:
23
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
24
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
25
A diagnostic test for specification of copulas under censorship
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
Saved in:
26
Specification testing with estimated variables
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
Saved in:
27
A new class of tests for overidentifying restrictions in moment condition models
Wang, Xuexin
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 495-509
Persistent link: https://www.econbiz.de/10012181407
Saved in:
28
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:
29
A projection-based nonparametric test of conditional quantile independence
Nedeljkovic, Milan
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012181535
Saved in:
30
A goodness-of-fit test for regular vine copula models
Schepsmeier, Ulf
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10012180693
Saved in:
31
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
32
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
33
Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Sriananthakumar, Sivagowry
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10012181311
Saved in:
34
Symbolic correlation integral
Caballero-Pintado, M. Victoria
;
Matilla-García, Mariano
; …
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012181331
Saved in:
35
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
36
Ratio tests under limiting normality
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 793-813
Persistent link: https://www.econbiz.de/10012181358
Saved in:
37
A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo
;
Tu, Yundong
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
Saved in:
38
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
39
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
40
Bootstrap tests for time varying cointegration
Martins, Luís Filipe
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 466-483
Persistent link: https://www.econbiz.de/10012039357
Saved in:
41
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
42
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 626-649
Persistent link: https://www.econbiz.de/10012040398
Saved in:
43
Testing for Granger-causality in quantiles
Troster, Victor
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 850-866
Persistent link: https://www.econbiz.de/10012040414
Saved in:
44
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
Saved in:
45
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
Saved in:
46
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
47
Structural change tests for GEL criteria
Guay, Alain
;
Lamarche, Jean-François
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
Saved in:
48
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
Saved in:
49
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
50
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty : formulations and empirical evaluation
Blakely, Chris
;
McElroy, Tucker
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 447-467
Persistent link: https://www.econbiz.de/10011795242
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