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A score-test on measurement errors in rating transition times
Voß, Sebastian; Weißbach, Rafael - In: Journal of econometrics 180 (2014) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10010379529
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A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael; Walter, Ronja - In: Journal of econometrics 155 (2010) 2, pp. 188-194
Persistent link: https://www.econbiz.de/10003945547
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A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael; Walter, Ronja - In: Journal of econometrics 155 (2010) 2, pp. 188-195
Persistent link: https://www.econbiz.de/10008391946
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Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10007899831
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Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-74
Persistent link: https://www.econbiz.de/10008881150
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Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger; Podolskij, Mark - In: Journal of econometrics 143 (2008) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
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Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - In: Journal of econometrics 191 (2016) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10011594650