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1
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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2
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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3
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
Saved in:
4
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
Saved in:
5
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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6
On
ranking
and selection from independent truncated normal distributions
Horrace, William C.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10002647821
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7
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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8
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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9
The effect of microaggregation by individual
ranking
on the estimation of moments
Schmid, Matthias
;
Schneeweiß, Hans
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 174-182
Persistent link: https://www.econbiz.de/10003920296
Saved in:
10
Data-based
ranking
of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
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