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Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu - In: Journal of econometrics 184 (2015) 2, pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
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Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 95 (2000) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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Specification tests for the propensity score
Sant'Anna, Pedro H. C.; Song, Xiaojun - In: Journal of econometrics 210 (2019) 2, pp. 379-404
Persistent link: https://www.econbiz.de/10012303538
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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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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Rational expectations, inflation and the nominal interest rate
Crockett, Jean A. - In: Journal of econometrics 83 (1998) 1, pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
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Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben - In: Journal of econometrics 77 (1997) 2, pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631