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A small sample test of structural homogeneity
Reinhart, Vincent - 1986
Persistent link: https://www.econbiz.de/10000082785
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The geometry of the Wald test
Davidson, Russell - 1990
Persistent link: https://www.econbiz.de/10000129411
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Robustness of t-test
Kariya, Takeaki; Sinha, B. K.; Giri, N. C. - 1989
Persistent link: https://www.econbiz.de/10000132682
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Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos; Stengos, Thanasēs - 1991
Persistent link: https://www.econbiz.de/10000137505
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Tests for multinormality with application to time series
Kariya, Takeaki (contributor) - 1992
Persistent link: https://www.econbiz.de/10000143108
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983
Persistent link: https://www.econbiz.de/10000012596
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Pitfalls in tests for changes in correlations
Boyer, Brian H.; Gibson, Michael S.; Loretan, Mico - 1997
Persistent link: https://www.econbiz.de/10000645979
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A specification test for speculative bubbles
West, Kenneth D. - 1986
Persistent link: https://www.econbiz.de/10000709324
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Testing for random walk coefficients in regression and state space models
Moryson, Martin - 1998
Persistent link: https://www.econbiz.de/10000666710