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A panel CUSUM test of the null of cointegration

Westerlund, Joakim (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001815397

A panel CUSUM test of the null of cointegration

Westerlund, Joakim - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 231-262

Persistent link: https://www.econbiz.de/10002693296

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

Small sample adjustments for the J-test

Godfrey, L. G.; Pesaran, M. Hashem - 1982

Persistent link: https://www.econbiz.de/10001532016

Small sample adjustments for the J-test

Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983

Persistent link: https://www.econbiz.de/10000012596

Multiple hypotheses testing in the linear regression model with applications to economics and finance

Alt, Raimund - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002570396

Testing the Null of Identification in GMM

Wright, Jonathan H. - 2003

This paper proposes a new test of the null hypothesis that a generalized method of moments model is identified. The test can detect local or global underidentification, and underidentification in some or all directions. The idea of the test is to compare the volume of two confidence sets - one...

Persistent link: https://www.econbiz.de/10014112591

Testing for exuberance in house prices using data sampled at different frequencies

Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 675-691

Persistent link: https://www.econbiz.de/10013554935

Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten

Gogokhia, Lia - 2008

Persistent link: https://www.econbiz.de/10003672746

Bayesian testing for short term interest rate models

Zhang, Yonghui; Chen, Zhongtian; Li, Yong - In: Finance research letters 20 (2017), pp. 146-152

Persistent link: https://www.econbiz.de/10011806836