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Simulation-based finite sample normality tests in linear regressions
Dufour, Jean-Marie (contributor) - In: The econometrics journal 1 (1998) 1, pp. 154-173
Persistent link: https://www.econbiz.de/10001443687
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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - In: The econometrics journal 1 (1998) 1, pp. 203-227
Persistent link: https://www.econbiz.de/10001443691
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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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Limiting behaviour of Dickey-Fuller F-tests under the crash of model alternative
Sen, Amit - In: The econometrics journal 6 (2003) 2, pp. 421-429
Persistent link: https://www.econbiz.de/10001831288
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217-259
Persistent link: https://www.econbiz.de/10001781059
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An investigation of tests for linearity and the accuacy of likelihood based inference using random fields
Dahl, Christian M. - In: The econometrics journal 5 (2002) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10001713291
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Modelling methodology and forecast failure
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 5 (2002) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10001713295
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Projection estimators for autoregressive panel data models
Bond, Stephen; Windmeijer, Frank - In: The econometrics journal 5 (2002) 2, pp. 457-479
Persistent link: https://www.econbiz.de/10001713321
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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: The econometrics journal 4 (2001) 4, pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10002686793