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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter; Jansson, Michael; Nielsen, … - In: Journal of econometrics 184 (2015) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
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Nonparametric specification testing via the trinity of tests
Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 169-185
Persistent link: https://www.econbiz.de/10011974652
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Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika; Saikkonen, Pentti - In: Journal of econometrics 222 (2021) 1,3, pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
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Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models
Komunjer, Ivana; Zhu, Yinchu - In: Journal of econometrics 218 (2020) 2, pp. 561-586
Persistent link: https://www.econbiz.de/10012483171
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Panel threshold models with interactive fixed effects
Miao, Ke; Li, Kunpeng; Su, Liangjun - In: Journal of econometrics 219 (2020) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
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Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper; Taamouti, Abderrahim; Williams, Julian - In: Journal of econometrics 229 (2022) 2, pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
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Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419