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A robust generalization of the Rao test
Basu, Ayanendranath; Ghosh, Abhik; Martin, Nirian; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 868-879
Persistent link: https://www.econbiz.de/10013534573
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Tests for asymmetry in possibly nonstationary time series data
Shin, Dong-wan; Lee, Oesook - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 233-244
Persistent link: https://www.econbiz.de/10001568822
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A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 121 (2013) 3, pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
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Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan; Jhee, Won-Chul - In: Economics letters 91 (2006) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10003314911
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A self-normalization test for correlation change
Choi, Ji-Eun; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509218