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1
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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2
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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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
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The encompassing principle and hypothesis testing
Lu, Maozu
- In:
Econometric theory
12
(
1996
)
5
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001214298
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6
Power properties of invariant tests for spatial autocorrelation in linear regression
Martellosio, Federico
- In:
Econometric theory
26
(
2010
)
1
,
pp. 152-186
Persistent link: https://www.econbiz.de/10003968540
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The impact of a Hausman pretest on the asymptotic size of a hypothesis test
Guggenberger, Patrik
- In:
Econometric theory
26
(
2010
)
2
,
pp. 369-382
Persistent link: https://www.econbiz.de/10003968594
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Maximal uniform convergence rates in parametric estimation problems
Beckert, Walter
;
McFadden, Daniel
- In:
Econometric theory
26
(
2010
)
2
,
pp. 469-500
Persistent link: https://www.econbiz.de/10003968608
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Testing for trend
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
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Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
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