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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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Improving factor momentum : statistical significance matters
Liu, Yangyi; Luo, Ronghua; Zhao, Senyang - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
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Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki - In: Economics letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D. - In: Economics letters 58 (1998) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
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An elementary estimator of the partial linear model
Yatchew, Adonis John - In: Economics letters 57 (1997) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001235647
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A note on Lagrange multipliers with several binding constraints
Weber, Christian E. - In: Economics letters 59 (1998) 1, pp. 71-75
Persistent link: https://www.econbiz.de/10001239090
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Bootstrap-based critical values for tests of common factor restrictions
Godfrey, L. G. - In: Economics letters 59 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001239108
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A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H. - In: Economics letters 59 (1998) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10001241446
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Joint application of the Dickey-Fuller and KPSS tests
Charemza, Wojciech - In: Economics letters 61 (1998) 1, pp. 17-21
Persistent link: https://www.econbiz.de/10001250912
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Does the method of data detrending matter? : A study of the KPSS test against long memory alternatives
Su, Jen-je - In: Economics letters 60 (1998) 2, pp. 139-146
Persistent link: https://www.econbiz.de/10001251595