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A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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On the density of generalised noncentral quadratic forms with applications to asymptotic expansions for test statistics
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001527224
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Sequential stochastic dominance and the robustness of poverty orderings
Duclos, Jean-Yves; Makdissi, Paul - 1999
Persistent link: https://www.econbiz.de/10001399138
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A correction for local biasedness of the Wald and null Wald tests
Goh, Kim-Leng; King, Maxwell L. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 435-450
Persistent link: https://www.econbiz.de/10001407394
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
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Optimal variance ratio tests for serial dependence and a test for mean reversion
Faust, Jon - 1989
Persistent link: https://www.econbiz.de/10000784967
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Significance tests for a mis-specified Tobit model
Taylor, Larry W. - 1989
Persistent link: https://www.econbiz.de/10000767733
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The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E. - 1991
Persistent link: https://www.econbiz.de/10000814458
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Erratum: the likelihood ratio test under nonstandard conditions : testing the Markov switching model of GNP
Hansen, Bruce E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000919087
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Omnibus tests for multivariate normality of observations and residuals
Urzúa, Carlos M. - 1995
Persistent link: https://www.econbiz.de/10000923489