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On the robustness of tests of outliers and functional form
McAleer, Michael; Tse, Yiu Kuen - 1991
Persistent link: https://www.econbiz.de/10000829589
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Tests for serial correlation and overdispersion in a count data regression model
Johansson, Per-Olov - 1994
Persistent link: https://www.econbiz.de/10000901899
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Comparing the impulse response functions of different models
Mignacca, Domenico - 1995
Persistent link: https://www.econbiz.de/10000906666
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Some practical issues in maximum simulated likelihood
Hajivassiliou, Vassilis Argyrou - 1997
Persistent link: https://www.econbiz.de/10000978038
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Statistical inference in micro simulation models : incorporating external information
Klevmarken, Anders - 1998
Persistent link: https://www.econbiz.de/10000996419
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Tests for changes in models with a polynomial trend
Kuan, Chung-ming - In: Journal of econometrics 84 (1998) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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Bootstrapp methods in econometrics : theory and numerical performance
Horowitz, Joel - 1997
Persistent link: https://www.econbiz.de/10001328731
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming - In: Econometric reviews 14 (1995) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
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Bootstrap critical values for tests based on generalized-method-of-moments estimators
Hall, Peter - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 891-916
Persistent link: https://www.econbiz.de/10001203908
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Regression metamodels for simulation with common random numbers : comparison of validation tests and confidence intervals
Kleijnen, Jack P. C. - In: Management science : journal of the Institute for … 38 (1992) 8, pp. 1164-1185
Persistent link: https://www.econbiz.de/10001128210