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Bootstrapped White's test for heteroskedasticity in regression models
Jeong, Jinook; Lee, Kyoungwoo - In: Economics letters 63 (1999) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001398927
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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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Consistent specification testing for conditional moment restrictions
Whang, Yoon-jae - In: Economics letters 71 (2001) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10001574237
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On bootstrap inference in cointegrating regressions
Psaradakis, Zacharias G. - In: Economics letters 72 (2001) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001577808
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model
Orbe, Jesus; Ferreira, Eva; Núñez-Antón, Vicente - In: Economics letters 71 (2001) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001564056
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Consistency of the stationary bootstrap under weak moment conditions
Gonçalves, Sílvia; Jong, Robert M. de - In: Economics letters 81 (2003) 2, pp. 273-278
Persistent link: https://www.econbiz.de/10001826160
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A robust bootstrap test under heteroskedasticity
Lamarche, Jean-François - In: Economics letters 79 (2003) 3, pp. 353-359
Persistent link: https://www.econbiz.de/10001755285
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa; Procidano, Isabella - In: Economics letters 77 (2002) 3, pp. 343-347
Persistent link: https://www.econbiz.de/10001711498