Narrow search
Showing 1 - 10 of 13
Cover Image
A test for comparing multiple misspecified conditional interval models
Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 21 (2005) 5, pp. 991-1016
Persistent link: https://www.econbiz.de/10003101953
Cover Image
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - In: Econometric theory 28 (2012) 1, pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
Cover Image
Robust forecast comparison
Jin, Sainan; Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 33 (2017) 6, pp. 1306-1351
Persistent link: https://www.econbiz.de/10011810422
Cover Image
On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg - In: Econometric theory 14 (1998) 2, pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
Cover Image
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
Cover Image
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
Breitung, Jörg - In: Econometric theory 25 (2009) 3, pp. 649-652
Persistent link: https://www.econbiz.de/10008257721
Cover Image
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
Hassler, Uwe; Breitung, Jörg - In: Econometric theory 22 (2006) 6, pp. 1091-1111
Persistent link: https://www.econbiz.de/10007393746
Cover Image
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
Breitung, Jörg; Trenkler, Carsten - In: Econometric theory 18 (2002) 6, pp. 1336-1349
Persistent link: https://www.econbiz.de/10006972304
Cover Image
On Phillips-Perron-Type Tests for Seasonal Unit Roots
Breitung, Jörg; Franses, Philip Hans - In: Econometric theory 14 (1998) 2, pp. 200-221
Persistent link: https://www.econbiz.de/10006993140
Cover Image
On the properties of some tests for common stochastic trends
Breitung, Jörg; Trenkler, Carsten - In: Econometric theory 18 (2002) 6, pp. 1336-1349
Persistent link: https://www.econbiz.de/10001716898