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A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
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Locally optimal testing when a nuisance parameter is present only under the alternative
King, Maxwell L. - In: The review of economics and statistics 75 (1993) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001142346
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Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrelation is present
King, Maxwell L. - In: Journal of econometrics 3 (1989), pp. 285-301
Persistent link: https://www.econbiz.de/10001063364
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Linear regression forecasting in the presence of AR(1) disturbances
Latif, Abdul - In: Journal of forecasting 12 (1993) 6, pp. 513-524
Persistent link: https://www.econbiz.de/10001146888
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Nonnested testing for autocorrelation in the linear regression model
Silvapulle, Paramsothy - In: Journal of econometrics 58 (1993) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10001149103
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The locally unbiased two-sided Durbin-Watson test
Grose, Simone D. - In: Economics letters 35 (1991) 4, pp. 401-407
Persistent link: https://www.econbiz.de/10001105637
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Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
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Modified Wald test for regression disturbances
Laskar, Mizan R. - In: Economics letters 56 (1997) 1, pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
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Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Rahman, Shahidur - In: Journal of econometrics 82 (1998) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001228498
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Fractional differencing and long memory processes
Baillie, Richard (contributor); King, Maxwell L. (contributor) - In: Journal of econometrics 73 (1996) 1
Persistent link: https://www.econbiz.de/10001206521