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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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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177
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Testing the significance of deviations from rational behavior
Tsur, Yaʿaḳov - 1990
Persistent link: https://www.econbiz.de/10000809512
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Endogeneity testing of wheat price determination in a nonlinear simultaneous structural model
Chen, Dean T.; Dharmaratne, Gerard S. - 1990
Persistent link: https://www.econbiz.de/10000794584
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On the "restricted cointegration test" as a test of the rational expectations hypothesis
Lopes, Artur C. B. da Silva - In: Applied economics 30 (1998) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10001241346
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet (contributor); Kilian, Lutz (contributor) - 1999
Persistent link: https://www.econbiz.de/10001397820
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Some notes on parametric significance tests for geographically weighted regression
Brunsdon, Chris; Fotheringham, Alexander Stewart; … - In: Journal of regional science 39 (1999) 3, pp. 497-524
Persistent link: https://www.econbiz.de/10001397925
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Dynamic and stochastic instability and the unbiased forward rate hypothesis : a variable mean response approach
Lin, Winston T. - In: Multinational finance journal : MF ; quarterly … 3 (1999) 3, pp. 173-221
Persistent link: https://www.econbiz.de/10001566864
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Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
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Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485530