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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
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Kolmogorov-Smirnov type testing for structural breaks : a new adjusted-range based self-normalization approach
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Journal of econometrics 238 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10015073901
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Wild bootstrap inference for instrumental variables regressions with weak and few clusters
Wang, Wenjie; Zhang, Yichong - In: Journal of econometrics 241 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015075142
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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Fitting a two phase threshold multiplicative error model
Perera, Indeewara; Koul, Hira L. - In: Journal of econometrics 197 (2017) 2, pp. 348-367
Persistent link: https://www.econbiz.de/10011818363
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Testing identifying assumptions in nonseparable panel data models
Ghanem, Dalia - In: Journal of econometrics 197 (2017) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10011818355
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Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 169 (2012) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10009666772