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Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter - In: Journal of econometrics 76 (1997) 1, pp. 141-147
Persistent link: https://www.econbiz.de/10001211365
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A new test for structural stability in the linear regression model
Ploberger, Werner - In: Journal of econometrics 2 (1989), pp. 307-318
Persistent link: https://www.econbiz.de/10001060583
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The power of the Durbin-Watson test for regressions without an intercept
Krämer, W. - In: Journal of econometrics 28 (1985) 3, pp. 363-370
Persistent link: https://www.econbiz.de/10002251819
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Autocorrelation- and heteroskedasticity-consistent t-values with trending data
Krämer, Walter; Michels, Sonja - In: Journal of econometrics 76 (1997) 1-2, pp. 141-148
Persistent link: https://www.econbiz.de/10006793695
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A trend-resistant test for structural change based on OLS residuals
Ploberger, Werner; Krämer, Walter - In: Journal of econometrics 70 (1996) 1, pp. 175-186
Persistent link: https://www.econbiz.de/10006794811