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A modified CUSUM test for orthogonal structural changes
Luger, Richard
- In:
Economics letters
73
(
2001
)
3
,
pp. 301-306
Persistent link: https://www.econbiz.de/10001635085
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2
Exact permutation tests for non-nested non-linear regression models
Luger, Richard
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002750940
Saved in:
3
Exact permutation tests for non-nested non-linear regression models
Luger, Richard
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 513-529
Persistent link: https://www.econbiz.de/10003359557
Saved in:
4
Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun
;
Luger, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011897360
Saved in:
5
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
6
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
7
Simulation-based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2000
Persistent link: https://www.econbiz.de/10001504748
Saved in:
8
Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598524
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9
Finite sample limited information inference methods for structural equations and models with generated regressors'
Dufour, Jean-Marie
;
Jasiak, Joann
- In:
International economic review
42
(
2001
)
3
,
pp. 815-843
Persistent link: https://www.econbiz.de/10001608492
Saved in:
10
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001614503
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