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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 133 (2006) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe; Bruneau, Catherine; Grégoir, Stéphane - In: Journal of econometrics 124 (2005) 2, pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
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Local rank tests in a multivariate nonparametric relationship
Fortuna, Natércia - In: Journal of econometrics 142 (2008) 1, pp. 162-182
Persistent link: https://www.econbiz.de/10003608151
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Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon - In: Journal of econometrics 174 (2013) 2, pp. 45-65
Persistent link: https://www.econbiz.de/10009751254
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Density inference for ranking European research systems in the field of economics
Lubrano, Michel; Protopopescu, Camelia - In: Journal of econometrics 123 (2004) 2, pp. 345-369
Persistent link: https://www.econbiz.de/10002361766
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Rank tests for short memory stationarity
Pelagatti, Matteo M.; Sen, Pranab K. - In: Journal of econometrics 172 (2013) 1, pp. 90-105
Persistent link: https://www.econbiz.de/10009702307
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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Consistent ranking of volatility models
Hansen, Peter Reinhard; Lunde, Asger - In: Journal of econometrics 131 (2006) 1/2, pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
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Partial rank estimation of duration models with general forms of censoring
Khan, Shakeeb; Tamer, Elie T. - In: Journal of econometrics 136 (2007) 1, pp. 251-280
Persistent link: https://www.econbiz.de/10003401657
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Density approximations for multivariate affine jump-diffusion processes
Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul - In: Journal of econometrics 176 (2013) 2, pp. 93-111
Persistent link: https://www.econbiz.de/10009786528