Narrow search
Showing 1 - 10 of 161
Cover Image
Quantiles via moments
Machado, José A. F.; Silva, João Santos - In: Journal of econometrics 213 (2019) 1, pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
Cover Image
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 237 (2023) 2,3, pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Cover Image
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei; Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 237 (2023) 2,3, pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Cover Image
Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity
Chen, Songnian; Khan, Shakeeb - In: Journal of econometrics 98 (2000) 2, pp. 283-316
Persistent link: https://www.econbiz.de/10001497787
Cover Image
Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S. - In: Journal of econometrics 96 (2000) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
Cover Image
Robustifying Glejser test of heteroskedasticity
Im, KyungSo - In: Journal of econometrics 97 (2000) 1, pp. 179-188
Persistent link: https://www.econbiz.de/10001487329
Cover Image
Glejser's test revisited
Machado, José A. F.; Silva, João Santos - In: Journal of econometrics 97 (2000) 1, pp. 189-202
Persistent link: https://www.econbiz.de/10001487332
Cover Image
An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo; Shin, Dong-wan - In: Journal of econometrics 102 (2001) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
Cover Image
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter; Taylor, Robert - In: Journal of econometrics 104 (2001) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Cover Image
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard - In: Journal of econometrics 115 (2003) 2, pp. 259-276
Persistent link: https://www.econbiz.de/10001768298