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Analysis of coexplosive processes
Nielsen, Bent - In: Econometric theory 26 (2010) 3, pp. 882-915
Persistent link: https://www.econbiz.de/10003992440
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Multivariate ecogarch processes
Haug, Stephan; Stelzer, Robert - In: Econometric theory 27 (2011) 2, pp. 344-371
Persistent link: https://www.econbiz.de/10009310772
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
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A consistent test of conditional parametric distributions
Zheng, John Xu - In: Econometric theory 16 (2000) 5, pp. 667-691
Persistent link: https://www.econbiz.de/10001533167
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In - In: Econometric theory 13 (1997) 6, pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J. - In: Econometric theory 13 (1997) 6, pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
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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