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A consistent nonparametric bootstrap test of exogeneity
Lee, Jinhyung - 2013
Persistent link: https://www.econbiz.de/10010241588
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A asymptotic total variation test for copulas
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, … - 2013
Persistent link: https://www.econbiz.de/10010342718
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A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara; Hidalgo, Javier; Silvapulle, Mervyn J. - In: Econometric reviews 35 (2016) 5/7, pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
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Kolmogorov-Smirnov type test for generated variables
Otsu, Taisuke; Taniguchi, Go - 2019
Persistent link: https://www.econbiz.de/10012172745
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A goodness-of-fit test for copulas based on martingale transformation
Lu, Xiaohui; Zheng, Xu - In: Journal of econometrics 215 (2020) 1, pp. 84-117
Persistent link: https://www.econbiz.de/10012439384
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Kolmogorov-Smirnov type test for generated variables
Otsu, Taisuke; Taniguchi, Go - In: Economics letters 195 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509990
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A goodness-of-fit test for regular vine copula models
Schepsmeier, Ulf - In: Econometric reviews 38 (2019) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10012180693
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Improved regression inference using a second overlapping regression model
Peng, Liang; Einmahl, John H. J. - 2021
Persistent link: https://www.econbiz.de/10012653552