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Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
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Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
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Testing for misspecification in binary response models with competing distributions
Chen, Yi-ting - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 843-865
Persistent link: https://www.econbiz.de/10003595799
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The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
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Trend and initial condition in stationarity tests : the asymptotic analysis
Skrobotov, Anton - In: Oxford bulletin of economics and statistics 77 (2015) 2, pp. 254-273
Persistent link: https://www.econbiz.de/10011384012
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Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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Identification based on difference-in-differences approaches with multiple treatments
Fricke, Hans - In: Oxford bulletin of economics and statistics 79 (2017) 3, pp. 426-433
Persistent link: https://www.econbiz.de/10011772006
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The small sample performance of the Szroeter bounds test for heteroscedasticity and a simple test for use when Szroeter's test is inconclusive
Harrison, M. J. - In: Oxford bulletin of economics and statistics 42 (1980) 3, pp. 235-250
Persistent link: https://www.econbiz.de/10002654523
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A correction for local biasedness of the Wald and null Wald tests
Goh, Kim-Leng; King, Maxwell L. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 435-450
Persistent link: https://www.econbiz.de/10001407394
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839