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Testing for homogeneous thresholds in threshold regression models
Lee, Yoonseok; Wang, Yulong - In: Econometric theory 40 (2024) 3, pp. 608-651
Persistent link: https://www.econbiz.de/10015055108
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 33 (2017) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
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Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia; Hong, Yongmiao - In: Econometric theory 34 (2018) 4, pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
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Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis; Giraitis, Liudas; Kapetanios, George - In: Econometric theory 37 (2021) 6, pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
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Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu; Jin, Zequn; Mu, Beili - In: Econometric theory 38 (2022) 4, pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
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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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How reliable are bootstrap-based heteroskedasticity robust tests?
Pötscher, Benedikt M.; Preinerstorfer, David - In: Econometric theory 39 (2023) 4, pp. 789-847
Persistent link: https://www.econbiz.de/10014342265