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Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.; Vávra, Marián - 2017
Persistent link: https://www.econbiz.de/10011751320
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Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.; Vávra, Marián - 2018
Persistent link: https://www.econbiz.de/10012134646
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Using triples to assess symmetry under weak dependence
Psaradakis, Zacharias G.; Vávra, Marián - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1538-1551
Persistent link: https://www.econbiz.de/10013540370
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A bootstrap test for symmetry of dependent data based on a Kolmogorov-Smirrnov type statistics
Psaradakis, Zacharias G. - 2002
Persistent link: https://www.econbiz.de/10001717796
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G. - In: Journal of econometrics 72 (1996) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142702
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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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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420