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Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich; Lahiri, Kajal - 2021
Persistent link: https://www.econbiz.de/10012815973
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Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003903437
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Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael; Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003903502
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Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2010
Persistent link: https://www.econbiz.de/10003968433
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008651700
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
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A Lagrange multiplier test for testing the adequacy of the constant conditional correlation GARCH model
Catani, Paul; Teräsvirta, Timo; Yin, Meiqun - 2014
Persistent link: https://www.econbiz.de/10010237808
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A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean; Podolskij, Mark - 2012
Persistent link: https://www.econbiz.de/10009785770
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Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo; Yang, Yukai - 2014
Persistent link: https://www.econbiz.de/10010250617
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter; Jansson, Michael; Nielsen, … - 2012
Persistent link: https://www.econbiz.de/10009621930