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Selected contributions to market-based management

Sarstedt, Marko - 2008

Persistent link: https://www.econbiz.de/10003743726

Gütemaße für den Partial-least-squares-Ansatz zur Bestimmung von Kausalmodellen

Ringle, Christian M. - 2004

Persistent link: https://www.econbiz.de/10002169904

Discriminant validity testing in marketing : an analysis, causes for concern, and proposed remedies

Voorhees, Clay M.; Brady, Michael K.; Calantone, Roger J.; … - In: Journal of the Academy of Marketing Science 44 (2016) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10011434898

A portmanteau test for serially correlated errors in fixed effects models

Inoue, Atsushi; Solon, Gary - 2005

Persistent link: https://www.econbiz.de/10002928881

A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models

Inoue, Atsushi; Solon, Gary - 2021

We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as …

Persistent link: https://www.econbiz.de/10013229087

A portmanteau test for serially correlated errors in fixed effects models

Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851

Persistent link: https://www.econbiz.de/10003379100

Detecting serial dependence in tail events

Diks, Cees G. H. - 2002

A test for serial independence is proposed which is related to the BDS test but focuses on tail event probabilities rather than probabilities near the center of the distribution. The motivation behind this approach is to obtain a test more suitable for detecting structure in the tails, such as...

Persistent link: https://www.econbiz.de/10011327543

Finite sample performance of specification tests for correlated random effects quantile panel regressions

Haque, Samiul; Delgado, Michael S. - In: Applied economics letters 24 (2017) 7/9, pp. 515-519

Persistent link: https://www.econbiz.de/10011712426

A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models

Inoue, Atsushi - 2005

We propose a portmanteau test for serial correlation of the error term in a fixed effects model. The test is derived as …

Persistent link: https://www.econbiz.de/10012467268

Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices

Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274

Persistent link: https://www.econbiz.de/10012162415