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Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji - In: Econometric reviews 39 (2020) 5, pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
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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
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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
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Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André - In: Econometric reviews 17 (1998) 2, pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
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A test of normality using nonparametric residuals
Whang, Yoon-jae - In: Econometric reviews 17 (1998) 3, pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
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A note on adaptation in GARCH models
González-Rivera, Gloria - In: Econometric reviews 16 (1997) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001217211
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Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, Herman Peter - In: Econometric reviews 16 (1997) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001217214
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Wald, LM and LR test statistics of linear hypotheses in a structural equation model
Oya, Kosuke - In: Econometric reviews 16 (1997) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10001220187
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Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L. - In: Econometric reviews 16 (1997) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
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Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James - In: Econometric reviews 16 (1997) 3, pp. 353-360
Persistent link: https://www.econbiz.de/10001225567