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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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Testing for Granger non-causality using the autoregressive metric
Di Iorio, Francesca; Triacca, Umberto - In: Economic modelling 33 (2013), pp. 120-125
Persistent link: https://www.econbiz.de/10010192026
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Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
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Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
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Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
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Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
Pouliot, William - In: Economic modelling 58 (2016), pp. 523-534
Persistent link: https://www.econbiz.de/10011647526
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An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan; McNown, Robert F.; Soo Khoon Goh - In: Economic modelling 80 (2019), pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
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Testing normality for unconditionally heteroscedastic macroeconomic variables
Raïssi, Hamdi - In: Economic modelling 70 (2018), pp. 140-146
Persistent link: https://www.econbiz.de/10012027822
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Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi; Raïssi, Hamdi - In: Economic modelling 90 (2020), pp. 182-189
Persistent link: https://www.econbiz.de/10012428132