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A note on endogenous propagation in one-sector business cycle models with dynamic complementarities

Hung, Mao-Wei; Wu, Shue-jen - In: Macroeconomic dynamics 16 (2012) 5, pp. 791-801

Persistent link: https://www.econbiz.de/10009746075

A simple specification test for conditional moment restrictions

Lee, Wei-ming - In: Applied economics letters 14 (2007) 10/12, pp. 839-843

Persistent link: https://www.econbiz.de/10003589440

Robust M tests using kernel-based estimators with bandwidth equal to sample size

Lee, Wei-ming - In: Economics letters 96 (2007) 3, pp. 295-300

Persistent link: https://www.econbiz.de/10003504591

A new test of the martingale difference hypothesis

Kuan, Chung-ming (contributor); Lee, Wei-Ming (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4

Persistent link: https://www.econbiz.de/10002652254

A new test of the martingale difference hypothesis

Kuan, Chung-ming (contributor); Lee, Wei-ming (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001926905

Robust M Tests for Distribution Symmetry with Time Series Data

Lee, Wei-Ming - 2011

We propose a class of robust M tests for distribution symmetry of time series data. The proposed tests are robust to the estimation effect of replacing the unknown location parameter with its consistent estimator and are constructed by extending the M tests of Kuan and Lee (2006) and Lee (2007)...

Persistent link: https://www.econbiz.de/10013127299