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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei; Kruse-Becher, Robinson - 2021
Persistent link: https://www.econbiz.de/10012620758
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo; Billé, Anna Gloria - In: Journal of applied econometrics 32 (2017) 6, pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2012
Persistent link: https://www.econbiz.de/10009500252
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 979-1016
Persistent link: https://www.econbiz.de/10003765857
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Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M.; Rizzo, Rosario C. - 1998
Persistent link: https://www.econbiz.de/10001530572
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Testing for linearity
Hansen, Bruce E. - In: Journal of economic surveys 13 (1999) 5, pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
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Testing for linearity
Hansen, Bruce E. - In: Surveys in economic dynamics, (pp. 47-72). 2000
Persistent link: https://www.econbiz.de/10001640424
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Powerful and serial correlation robust tests of the economic convergence hypothesis
Sayginsoy, Özgen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002707848
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599