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A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric theory 28 (2012) 5, pp. 1145-1163
Persistent link: https://www.econbiz.de/10009714718
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A portmanteau test for correlation in short panels
Jochmans, Koen - In: Econometric theory 36 (2020) 6, pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
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Asymptotic theory for the Durbin-Watson statistic under long-memory dependence
Nakamura, Shisei; Taniguchi, Masanobu - In: Econometric theory 15 (1999) 6, pp. 847-866
Persistent link: https://www.econbiz.de/10001507482
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The size distortion of bootstrap tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
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The nonstationary fractional unit root
Tanaka, Katsuto - In: Econometric theory 15 (1999) 4, pp. 549-582
Persistent link: https://www.econbiz.de/10001490743
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Consistent specification testing for conditional symmetry
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
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A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10001238032
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A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae - In: Econometric theory 14 (1998) 1, pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
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Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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Asymptotic moments of some unit root test statistics in the null case
Nabeya, Seiji - In: Econometric theory 15 (1999) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001381826