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On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998
Persistent link: https://www.econbiz.de/10010344368
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A test for second order stationarity of a multivariate time series
Jentsch, Carsten; Subba Rao, Suhasini - In: Journal of econometrics 185 (2015) 1, pp. 124-161
Persistent link: https://www.econbiz.de/10011339888
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Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Márian - 2018
Persistent link: https://www.econbiz.de/10011903680
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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Panel bootstrap tests of slope homogeneity
Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381
Persistent link: https://www.econbiz.de/10011481712
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Predictive ability tests with possibly overlapping models
Corradi, Valentina; Fosten, Jack; Gutknecht, Daniel - In: Journal of econometrics 241 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075140