Narrow search
Showing 1 - 10 of 11
Cover Image
Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong - In: Econometric theory 13 (1997) 5, pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
Cover Image
Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
Cover Image
A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10001137096
Cover Image
A cointegration test for market efficiency
Lai, Kon S. - In: The journal of futures markets 11 (1991) 5, pp. 567-575
Persistent link: https://www.econbiz.de/10001110894
Cover Image
Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
Cover Image
Simple diagnostic tests for spatial dependence
Bera, Anil K.; Yoon, Mann J. - 1993
Persistent link: https://www.econbiz.de/10000865999
Cover Image
Specification testing with locally misspecified alternatives
Bera, Anil K. - In: Econometric theory 9 (1993) 4, pp. 649-658
Persistent link: https://www.econbiz.de/10001156711
Cover Image
Tests for the Error Component Model in the Presence of Local Misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 1999
It is well known that most of the standard specification tests are not valid when the alternative hypothesis is misspecified. This is particularly true in the error component model when one tests for either random effects or serial correlation without taking account of the presence of the other...
Persistent link: https://www.econbiz.de/10014200898
Cover Image
Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications
Bera, Anil K. - 2019
Rao's (1948) seminal paper introduced a fundamental principle of testing based on the score function and the score test has local optimal properties. When the assumed model is misspecified, it is well known that Rao's score (RS) test loses its optimality. A model could be misspecified in a...
Persistent link: https://www.econbiz.de/10012900591
Cover Image
Tests for the Error Component Model in the Presence of Local Misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 1998
It is well known that most of the standard specification tests are not valid when the alternative hypothesis is misspecified. This is particularly true in the error component model when one tests for either random effects or serial correlation without taking account of the presence of the other...
Persistent link: https://www.econbiz.de/10014068509