Narrow search
Showing 1 - 6 of 6
Cover Image
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R. - In: Economics letters 21 (1986) 2, pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
Cover Image
Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 417-426
Persistent link: https://www.econbiz.de/10001096543
Cover Image
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair R. - 1995
Persistent link: https://www.econbiz.de/10001512516
Cover Image
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Cover Image
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie - In: International economic review 35 (1994) 1, pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Cover Image
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric - In: International economic review 31 (1990) 2, pp. 355-364
Persistent link: https://www.econbiz.de/10001087269