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Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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Parametric versus nonparametric goodness of fit : another view
Läuter, Henning; Nikulin, Michail S. - 1999
Persistent link: https://www.econbiz.de/10001371689
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Tests of fit for exponentiality based on a characterization via the mean residual life function
Baringhaus, Ludwig; Henze, Norbert - In: Statistical papers 41 (2000) 2, pp. 225-236
Persistent link: https://www.econbiz.de/10001497754
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Testing for structural breaks in time series regressions with heavy-tailed disturbances
Mittnik, Stefan; Račev, Svetlozar T.; Samorodnitsky, … - In: Datamining und computational finance : Ergebnisse des …, (pp. 115-142). 2000
Persistent link: https://www.econbiz.de/10001484303
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A consistent test for the parametric distribution of regression disturbances
Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000
Persistent link: https://www.econbiz.de/10001548454
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The power and size of nonparametric tests for common distributional characteristics
Anderson, Gordon - In: Econometric reviews 20 (2001) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10001582443
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10001509570
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Testing the stable Paretian assumption
Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001557006
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A characteristic exponent test for the cauchy distribution
Mulligan, Robert F. - In: Atlantic economic journal : AEJ 28 (2000) 4, pp. 491
Persistent link: https://www.econbiz.de/10001536437