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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
Saved in:
2
Robust heteroskedasticity-robust tests
Richard, Patrick
- In:
Economics letters
159
(
2017
),
pp. 28-32
Persistent link: https://www.econbiz.de/10011902875
Saved in:
3
Detecting structural changes under nonstationary volatility
Wu, Jilin
- In:
Economics letters
146
(
2016
),
pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
Saved in:
4
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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5
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
Saved in:
6
A modified bootstrap for kernel-based specification test with heavy-tailed data
Huang, Ta-Cheng
;
Li, Hongjun
;
Li, Zheng
- In:
Economics letters
189
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012227966
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7
Regional integration in China : a statistical model
Xu, Xinpeng
;
Voon, Jan P.
- In:
Economics letters
79
(
2003
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001741263
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8
Calibration and the volatility of labor : a cautionary note
Salyer, Kevin Duff
- In:
Economics letters
77
(
2002
)
2
,
pp. 265-269
Persistent link: https://www.econbiz.de/10001705617
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9
A note on NNS models : introducing physical capital; avoiding rationing
Danthine, Jean-Pierre
;
Donaldson, John B.
- In:
Economics letters
77
(
2002
)
3
,
pp. 433-437
Persistent link: https://www.econbiz.de/10001711527
Saved in:
10
Cross-validation for selecting the penalty factor in least squares model averaging
Fang, Fang
;
Yang, Qiwei
;
Tian, Wenling
- In:
Economics letters
217
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013465487
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