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The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance an application to German stock returns
Runde, Ralf - In: Journal of Econometrics 78 (1997) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10005192974
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Finite sample power of linear regression autocorrelation tests
Kramer, Walter; Zeisel, Helmut - In: Journal of Econometrics 43 (1990) 3, pp. 363-372
Persistent link: https://www.econbiz.de/10005122717
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A new test for structural stability in the linear regression model
Ploberger, Werner; Kramer, Walter; Kontrus, Karl - In: Journal of Econometrics 40 (1989) 2, pp. 307-318
Persistent link: https://www.econbiz.de/10005228569
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A trend-resistant test for structural change based on OLS residuals
Ploberger, Werner; Kramer, Walter - In: Journal of Econometrics 70 (1996) 1, pp. 175-185
Persistent link: https://www.econbiz.de/10005228913
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Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Kramer, Walter; Michels, Sonja - In: Journal of Econometrics 76 (1997) 1-2, pp. 141-147
Persistent link: https://www.econbiz.de/10005285495