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Implied betas for the Frankel-Wei regression framework
Kunkler, Michael - In: Economics letters 218 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013466507
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul; Kim, Jae H. - In: Economics letters 136 (2015), pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
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Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Wagner, Martin - In: Economics letters 228 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014455149
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A simple and effective misspecification test for the double-hurdle model
Lucchetti, Riccardo; Pigini, Claudia - In: Economics letters 123 (2014) 1, pp. 75-78
Persistent link: https://www.econbiz.de/10010396534
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The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing - In: Economics letters 91 (2006) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003315108
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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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Nonlinear error correction based cointegration test in panel data
Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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Comparing different data descriptors in Indirect Inference tests on DSGE models
Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng - In: Economics letters 145 (2016), pp. 157-161
Persistent link: https://www.econbiz.de/10011618365
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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426