Fu, Jia-Young (Michael); Horowitz, Joel L.; Parey, Matthias Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions. (English) Zbl 07546382 Econom. J. 24, No. 1, 23-40 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{J.-Y. Fu} et al., Econom. J. 24, No. 1, 23--40 (2021; Zbl 07546382) Full Text: DOI
Thompson, Brennan S.; Webb, Matthew D. A simple, graphical approach to comparing multiple treatments. (English) Zbl 07547366 Econom. J. 22, No. 2, 188-205 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{B. S. Thompson} and \textit{M. D. Webb}, Econom. J. 22, No. 2, 188--205 (2019; Zbl 07547366) Full Text: DOI
Ma, Jun Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions. (English) Zbl 1521.62086 Econom. J. 20, No. 1, 139-148 (2017). MSC: 62H15 62F30 PDFBibTeX XMLCite \textit{J. Ma}, Econom. J. 20, No. 1, 139--148 (2017; Zbl 1521.62086) Full Text: DOI Link
Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; Young, Gabriel Change point tests in functional factor models with application to yield curves. (English) Zbl 1521.62141 Econom. J. 20, No. 1, 86-117 (2017). MSC: 62M10 62H15 62R10 62P05 62-08 PDFBibTeX XMLCite \textit{P. Bardsley} et al., Econom. J. 20, No. 1, 86--117 (2017; Zbl 1521.62141) Full Text: DOI
Hsu, Yu-Chin; Shi, Xiaoxia Model-selection tests for conditional moment restriction models. (English) Zbl 1521.62026 Econom. J. 20, No. 1, 52-85 (2017). MSC: 62F03 62F05 PDFBibTeX XMLCite \textit{Y.-C. Hsu} and \textit{X. Shi}, Econom. J. 20, No. 1, 52--85 (2017; Zbl 1521.62026) Full Text: DOI
Hoga, Yannick Testing for changes in (extreme) VaR. (English) Zbl 1521.62193 Econom. J. 20, No. 1, 23-51 (2017). MSC: 62P05 62M10 62G10 62G32 91B84 91G70 PDFBibTeX XMLCite \textit{Y. Hoga}, Econom. J. 20, No. 1, 23--51 (2017; Zbl 1521.62193) Full Text: DOI
Hsu, Yu-Chin Consistent tests for conditional treatment effects. (English) Zbl 1521.62071 Econom. J. 20, No. 1, 1-22 (2017). MSC: 62G10 62G20 PDFBibTeX XMLCite \textit{Y.-C. Hsu}, Econom. J. 20, No. 1, 1--22 (2017; Zbl 1521.62071) Full Text: DOI
Mao, Guangyu Testing for error cross-sectional independence using pairwise augmented regressions. (English) Zbl 1521.62118 Econom. J. 19, No. 3, 237-260 (2016). MSC: 62J05 62F03 62M10 PDFBibTeX XMLCite \textit{G. Mao}, Econom. J. 19, No. 3, 237--260 (2016; Zbl 1521.62118) Full Text: DOI
Breitung, Jörg; Roling, Christoph; Salish, Nazarii Lagrange multiplier type tests for slope homogeneity in panel data models. (English) Zbl 1521.62066 Econom. J. 19, No. 2, 166-202 (2016). MSC: 62G10 62E20 62M10 PDFBibTeX XMLCite \textit{J. Breitung} et al., Econom. J. 19, No. 2, 166--202 (2016; Zbl 1521.62066) Full Text: DOI
Perron, Pierre; Rodríguez, Gabriel Residuals-based tests for cointegration with generalized least-squares detrended data. (English) Zbl 1521.62166 Econom. J. 19, No. 1, 84-111 (2016). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{P. Perron} and \textit{G. Rodríguez}, Econom. J. 19, No. 1, 84--111 (2016; Zbl 1521.62166) Full Text: DOI
Du, Zaichao Nonparametric bootstrap tests for independence of generalized errors. (English) Zbl 1521.62070 Econom. J. 19, No. 1, 55-83 (2016). MSC: 62G10 62G09 62G20 PDFBibTeX XMLCite \textit{Z. Du}, Econom. J. 19, No. 1, 55--83 (2016; Zbl 1521.62070) Full Text: DOI Link
Camponovo, Lorenzo Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators. (English) Zbl 1521.62067 Econom. J. 19, No. 1, 33-54 (2016). MSC: 62G10 62G09 62G20 PDFBibTeX XMLCite \textit{L. Camponovo}, Econom. J. 19, No. 1, 33--54 (2016; Zbl 1521.62067) Full Text: DOI
Kurozumi, Eiji; Yamamoto, Yohei Confidence sets for the break date based on optimal tests. (English) Zbl 1521.62158 Econom. J. 18, No. 3, 412-435 (2015). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{E. Kurozumi} and \textit{Y. Yamamoto}, Econom. J. 18, No. 3, 412--435 (2015; Zbl 1521.62158) Full Text: DOI Link
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao Novel panel cointegration tests emending for cross-section dependence with \(N\) fixed. (English) Zbl 1521.62134 Econom. J. 18, No. 3, 363-411 (2015). MSC: 62M07 60F17 PDFBibTeX XMLCite \textit{K. Hadri} et al., Econom. J. 18, No. 3, 363--411 (2015; Zbl 1521.62134) Full Text: DOI
Chang, Minsu; Lee, Sokbae; Whang, Yoon-Jae Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements. (English) Zbl 1521.62068 Econom. J. 18, No. 3, 307-346 (2015). MSC: 62G10 62G20 62P25 PDFBibTeX XMLCite \textit{M. Chang} et al., Econom. J. 18, No. 3, 307--346 (2015; Zbl 1521.62068) Full Text: DOI
Xu, Ke-Li Testing for structural change under non-stationary variances. (English) Zbl 1521.62200 Econom. J. 18, No. 2, 274-305 (2015). MSC: 62P05 62M07 91B84 PDFBibTeX XMLCite \textit{K.-L. Xu}, Econom. J. 18, No. 2, 274--305 (2015; Zbl 1521.62200) Full Text: DOI
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan Specification testing in nonstationary time series models. (English) Zbl 1521.62143 Econom. J. 18, No. 1, 117-136 (2015). MSC: 62M10 62G10 62G20 62E20 PDFBibTeX XMLCite \textit{J. Chen} et al., Econom. J. 18, No. 1, 117--136 (2015; Zbl 1521.62143) Full Text: DOI
Lee, Wei-Ming; Hsu, Yu-Chin; Kuan, Chung-Ming Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions. (English) Zbl 1521.62054 Econom. J. 18, No. 1, 95-116 (2015). MSC: 62G08 62G35 62H15 PDFBibTeX XMLCite \textit{W.-M. Lee} et al., Econom. J. 18, No. 1, 95--116 (2015; Zbl 1521.62054) Full Text: DOI Link
Kheifets, Igor L. Specification tests for nonlinear dynamic models. (English) Zbl 1521.62155 Econom. J. 18, No. 1, 67-94 (2015). MSC: 62M10 62F03 62P05 PDFBibTeX XMLCite \textit{I. L. Kheifets}, Econom. J. 18, No. 1, 67--94 (2015; Zbl 1521.62155) Full Text: DOI arXiv
Allen, Rebecca; Burgess, Simon; Davidson, Russell; Windmeijer, Frank More reliable inference for the dissimilarity index of segregation. (English) Zbl 1521.62220 Econom. J. 18, No. 1, 40-66 (2015). MSC: 62P25 62F03 91B82 PDFBibTeX XMLCite \textit{R. Allen} et al., Econom. J. 18, No. 1, 40--66 (2015; Zbl 1521.62220) Full Text: DOI Link
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. Point-optimal panel unit root tests with serially correlated errors. (English) Zbl 1521.62135 Econom. J. 17, No. 3, 338-372 (2014). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{H. R. Moon} et al., Econom. J. 17, No. 3, 338--372 (2014; Zbl 1521.62135) Full Text: DOI
Linton, Oliver; Post, Thierry; Whang, Yoon-Jae Testing for the stochastic dominance efficiency of a given portfolio. (English) Zbl 1521.62197 Econom. J. 17, No. 2, S59-S74 (2014). MSC: 62P05 62G10 90C05 91G10 PDFBibTeX XMLCite \textit{O. Linton} et al., Econom. J. 17, No. 2, S59--S74 (2014; Zbl 1521.62197) Full Text: DOI
Doko Tchatoka, Firmin; Dufour, Jean-Marie Identification-robust inference for endogeneity parameters in linear structural models. (English) Zbl 1521.62111 Econom. J. 17, No. 1, 165-187 (2014). MSC: 62J05 62F03 62F35 62M10 62P20 PDFBibTeX XMLCite \textit{F. Doko Tchatoka} and \textit{J.-M. Dufour}, Econom. J. 17, No. 1, 165--187 (2014; Zbl 1521.62111) Full Text: DOI Link
Robinson, Peter M.; Rossi, Francesca Improved Lagrange multiplier tests in spatial autoregressions. (English) Zbl 1521.62170 Econom. J. 17, No. 1, 139-164 (2014). MSC: 62M10 62F03 62F05 62M30 PDFBibTeX XMLCite \textit{P. M. Robinson} and \textit{F. Rossi}, Econom. J. 17, No. 1, 139--164 (2014; Zbl 1521.62170) Full Text: DOI
Yamamoto, Yohei; Perron, Pierre Estimating and testing multiple structural changes in linear models using band spectral regressions. (English) Zbl 1521.62119 Econom. J. 16, No. 3, 400-429 (2013). MSC: 62J05 62M07 62M15 62P20 PDFBibTeX XMLCite \textit{Y. Yamamoto} and \textit{P. Perron}, Econom. J. 16, No. 3, 400--429 (2013; Zbl 1521.62119) Full Text: DOI Link
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (English) Zbl 1521.62133 Econom. J. 16, No. 2, 222-249 (2013). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{J. Bai} and \textit{J. L. Carrion-i-Silvestre}, Econom. J. 16, No. 2, 222--249 (2013; Zbl 1521.62133) Full Text: DOI
Baltagi, Badi H.; Yang, Zhenlin Standardized LM tests for spatial error dependence in linear or panel regressions. (English) Zbl 1521.62109 Econom. J. 16, No. 1, 103-134 (2013). MSC: 62J05 62F03 62F35 PDFBibTeX XMLCite \textit{B. H. Baltagi} and \textit{Z. Yang}, Econom. J. 16, No. 1, 103--134 (2013; Zbl 1521.62109) Full Text: DOI
Anatolyev, Stanislav Instrumental variables estimation and inference in the presence of many exogenous regressors. (English) Zbl 1521.62108 Econom. J. 16, No. 1, 27-72 (2013). MSC: 62J05 62F03 62F12 PDFBibTeX XMLCite \textit{S. Anatolyev}, Econom. J. 16, No. 1, 27--72 (2013; Zbl 1521.62108) Full Text: DOI
Sun, Yixiao A heteroskedasticity and autocorrelation robust \(F\) test using an orthonormal series variance estimator. (English) Zbl 1521.62174 Econom. J. 16, No. 1, 1-26 (2013). MSC: 62M10 62F03 62F35 62F05 PDFBibTeX XMLCite \textit{Y. Sun}, Econom. J. 16, No. 1, 1--26 (2013; Zbl 1521.62174) Full Text: DOI
Jensen, Peter S.; Würtz, Allan H. Erratum to: “Estimating the effect of a variable in a high-dimensional linear model”. (English) Zbl 1521.62115 Econom. J. 15, No. 3, 535 (2012). MSC: 62J05 62F03 62F35 62P20 PDFBibTeX XMLCite \textit{P. S. Jensen} and \textit{A. H. Würtz}, Econom. J. 15, No. 3, 535 (2012; Zbl 1521.62115) Full Text: DOI
Nankervis, John C.; Savin, Nathan E. Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests. (English) Zbl 1521.62162 Econom. J. 15, No. 3, 516-534 (2012). MSC: 62M10 62F03 62P05 PDFBibTeX XMLCite \textit{J. C. Nankervis} and \textit{N. E. Savin}, Econom. J. 15, No. 3, 516--534 (2012; Zbl 1521.62162) Full Text: DOI
Gørgens, Tue; Würtz, Allan Testing a parametric function against a non-parametric alternative in IV and GMM settings. (English) Zbl 1521.62025 Econom. J. 15, No. 3, 462-489 (2012). MSC: 62F03 62R10 62P20 PDFBibTeX XMLCite \textit{T. Gørgens} and \textit{A. Würtz}, Econom. J. 15, No. 3, 462--489 (2012; Zbl 1521.62025) Full Text: DOI
Kristensen, Dennis Non-parametric detection and estimation of structural change. (English) Zbl 1521.62157 Econom. J. 15, No. 3, 420-461 (2012). MSC: 62M10 62G05 62F12 62F03 62E20 62P20 PDFBibTeX XMLCite \textit{D. Kristensen}, Econom. J. 15, No. 3, 420--461 (2012; Zbl 1521.62157) Full Text: DOI
Kalliovirta, Leena Misspecification tests based on quantile residuals. (English) Zbl 1521.62153 Econom. J. 15, No. 2, 358-393 (2012). MSC: 62M10 62M07 62P05 PDFBibTeX XMLCite \textit{L. Kalliovirta}, Econom. J. 15, No. 2, 358--393 (2012; Zbl 1521.62153) Full Text: DOI
Jensen, Peter S.; Würtz, Allan H. Estimating the effect of a variable in a high-dimensional linear model. (English) Zbl 1521.62114 Econom. J. 15, No. 2, 325-357 (2012); erratum ibid. 15, No. 3, 535 (2012). MSC: 62J05 62F03 62F35 62P20 PDFBibTeX XMLCite \textit{P. S. Jensen} and \textit{A. H. Würtz}, Econom. J. 15, No. 2, 325--357 (2012; Zbl 1521.62114) Full Text: DOI
De Blander, Rembert; Dhaene, Geert Unit root tests for panel data with AR(1) errors and small T. (English) Zbl 1241.62123 Econom. J. 15, No. 1, 101-124 (2012). MSC: 62M10 62M07 62E20 65C60 PDFBibTeX XMLCite \textit{R. De Blander} and \textit{G. Dhaene}, Econom. J. 15, No. 1, 101--124 (2012; Zbl 1241.62123) Full Text: DOI
Bravo, Francesco Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. (English) Zbl 1241.62064 Econom. J. 15, No. 1, 1-31 (2012). MSC: 62G10 62G05 62G08 62E20 62Q05 62P20 65C05 PDFBibTeX XMLCite \textit{F. Bravo}, Econom. J. 15, No. 1, 1--31 (2012; Zbl 1241.62064) Full Text: DOI
Kim, Yunmi; Kim, Chang-Jin Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures. (English) Zbl 1284.62537 Econom. J. 14, No. 3, 487-497 (2011). MSC: 62M09 62J05 62M07 PDFBibTeX XMLCite \textit{Y. Kim} and \textit{C.-J. Kim}, Econom. J. 14, No. 3, 487--497 (2011; Zbl 1284.62537) Full Text: DOI
Yang, Jingjing; Vogelsang, Timothy J. Fixed-\(b\) analysis of LM-type tests for a shift in mean. (English) Zbl 1284.62531 Econom. J. 14, No. 3, 438-456 (2011). MSC: 62M07 62G05 91B84 PDFBibTeX XMLCite \textit{J. Yang} and \textit{T. J. Vogelsang}, Econom. J. 14, No. 3, 438--456 (2011; Zbl 1284.62531) Full Text: DOI
Bai, Zhidong; Li, Hua; Liu, Huixia; Wong, Wing-Keung Test statistics for prospect and Markowitz stochastic dominances with applications. (English) Zbl 1219.91149 Econom. J. 14, No. 2, 278-303 (2011). MSC: 91G70 60E15 62P05 PDFBibTeX XMLCite \textit{Z. Bai} et al., Econom. J. 14, No. 2, 278--303 (2011; Zbl 1219.91149) Full Text: DOI
Karaman Örsal, Deniz Dilan; Droge, Bernd Corrigendum to “Likelihood-based cointegration tests in heterogeneous panels” by R. Larsson, J. Lyhagen and M. Löthgren. (English) Zbl 1270.62156 Econom. J. 14, No. 1, 121-125 (2011). MSC: 62P20 62M10 62E20 62H15 PDFBibTeX XMLCite \textit{D. D. Karaman Örsal} and \textit{B. Droge}, Econom. J. 14, No. 1, 121--125 (2011; Zbl 1270.62156) Full Text: DOI
Mutl, Jan; Pfaffermayr, Michael The Hausman test in a Cliff and Ord panel model. (English) Zbl 1218.62101 Econom. J. 14, No. 1, 48-76 (2011). MSC: 62M30 62F12 62H12 62M10 65C05 62P20 62H15 PDFBibTeX XMLCite \textit{J. Mutl} and \textit{M. Pfaffermayr}, Econom. J. 14, No. 1, 48--76 (2011; Zbl 1218.62101) Full Text: DOI
Baltagi, Badi H.; Feng, Qu; Kao, Chihwa Testing for sphericity in a fixed effects panel data model. (English) Zbl 1218.62055 Econom. J. 14, No. 1, 25-47 (2011). MSC: 62H15 62E20 62M10 65C05 PDFBibTeX XMLCite \textit{B. H. Baltagi} et al., Econom. J. 14, No. 1, 25--47 (2011; Zbl 1218.62055) Full Text: DOI
Magnusson, Leandro M. Inference in limited dependent variable models robust to weak identification. (English) Zbl 07708398 Econom. J. 13, No. 3, S56-S79 (2010). MSC: 62-XX PDFBibTeX XMLCite \textit{L. M. Magnusson}, Econom. J. 13, No. 3, S56--S79 (2010; Zbl 07708398) Full Text: DOI
Choi, Hwan-Sik; Kiefer, Nicholas M. Improving robust model selection tests for dynamic models. (English) Zbl 1230.62149 Econom. J. 13, No. 2, 177-204 (2010). MSC: 62P20 62G10 62G09 62M10 62G20 62P05 PDFBibTeX XMLCite \textit{H.-S. Choi} and \textit{N. M. Kiefer}, Econom. J. 13, No. 2, 177--204 (2010; Zbl 1230.62149) Full Text: DOI
Engler, Eric; Nielsen, Bent The empirical process of autoregressive residuals. (English) Zbl 1206.62147 Econom. J. 12, No. 2, 367-381 (2009). MSC: 62M10 62G30 62E20 62G10 PDFBibTeX XMLCite \textit{E. Engler} and \textit{B. Nielsen}, Econom. J. 12, No. 2, 367--381 (2009; Zbl 1206.62147) Full Text: DOI
de Silva, S.; Hadri, K.; Tremayne, A. R. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application. (English) Zbl 1284.62532 Econom. J. 12, No. 2, 340-366 (2009). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{S. de Silva} et al., Econom. J. 12, No. 2, 340--366 (2009; Zbl 1284.62532) Full Text: DOI
Nakatani, Tomoaki; Teräsvirta, Timo Testing for volatility interactions in the constant conditional correlation GARCH model. (English) Zbl 1190.62160 Econom. J. 12, No. 1, 147-163 (2009). MSC: 62M10 62M07 62P05 91G70 65C05 PDFBibTeX XMLCite \textit{T. Nakatani} and \textit{T. Teräsvirta}, Econom. J. 12, No. 1, 147--163 (2009; Zbl 1190.62160) Full Text: DOI
Hoderlein, Stefan; Mammen, Enno Identification and estimation of local average derivatives in non-separable models without monotonicity. (English) Zbl 1190.62199 Econom. J. 12, No. 1, 1-25 (2009). MSC: 62P20 62G05 62G10 62G20 PDFBibTeX XMLCite \textit{S. Hoderlein} and \textit{E. Mammen}, Econom. J. 12, No. 1, 1--25 (2009; Zbl 1190.62199) Full Text: DOI
Antoine, Bertille; Renault, Eric Efficient GMM with nearly-weak instruments. (English) Zbl 1182.62032 Econom. J. 12, Spec. Iss., S135-S171 (2009). MSC: 62F03 62H15 62P20 62E20 PDFBibTeX XMLCite \textit{B. Antoine} and \textit{E. Renault}, Econom. J. 12, S135--S171 (2009; Zbl 1182.62032) Full Text: DOI
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos Distribution-free specification tests for dynamic linear models. (English) Zbl 1180.62056 Econom. J. 12, Spec. Iss., S105-S134 (2009). MSC: 62G08 62M10 62G10 65C05 PDFBibTeX XMLCite \textit{M. A. Delgado} et al., Econom. J. 12, S105--S134 (2009; Zbl 1180.62056) Full Text: DOI
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie Copula-based nonlinear quantile autoregression. (English) Zbl 1182.62175 Econom. J. 12, Spec. Iss., S50-S67 (2009). MSC: 62M10 62G08 62F12 62F03 62G20 62P05 62G32 62M05 91G70 PDFBibTeX XMLCite \textit{X. Chen} et al., Econom. J. 12, S50--S67 (2009; Zbl 1182.62175) Full Text: DOI
Coudin, Elise; Dufour, Jean-Marie Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form. (English) Zbl 1182.62097 Econom. J. 12, Spec. Iss., S19-S49 (2009); correction ibid., No. 3, 447 (2009). MSC: 62G10 62G15 62G08 65C05 91B82 PDFBibTeX XMLCite \textit{E. Coudin} and \textit{J.-M. Dufour}, Econom. J. 12, S19--S49 (2009; Zbl 1182.62097) Full Text: DOI
Bugni, Federico A.; Hall, Peter; Horowitz, Joel L.; Neumann, George R. Goodness-of-fit tests for functional data. (English) Zbl 1182.62096 Econom. J. 12, Spec. Iss., S1-S18 (2009). MSC: 62G10 62P20 62E20 65C05 62G09 PDFBibTeX XMLCite \textit{F. A. Bugni} et al., Econom. J. 12, S1--S18 (2009; Zbl 1182.62096) Full Text: DOI
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term. (English) Zbl 1178.62095 Econom. J. 12, No. 3, 414-435 (2009). MSC: 62M10 62M07 65C05 62F03 PDFBibTeX XMLCite \textit{M. Demetrescu} et al., Econom. J. 12, No. 3, 414--435 (2009; Zbl 1178.62095) Full Text: DOI
Sandberg, Rickard Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent. (English) Zbl 1154.62369 Econom. J. 11, No. 3, 638-647 (2008). MSC: 62M10 62E20 62F03 PDFBibTeX XMLCite \textit{R. Sandberg}, Econom. J. 11, No. 3, 638--647 (2008; Zbl 1154.62369) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap inference in a linear equation estimated by instrumental variables. (English) Zbl 1154.62018 Econom. J. 11, No. 3, 443-477 (2008). MSC: 62F03 62F40 62F05 65C60 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 11, No. 3, 443--477 (2008; Zbl 1154.62018) Full Text: DOI
Qu, Zhongjun Searching for cointegration in a dynamic system. (English) Zbl 1126.62081 Econom. J. 10, No. 3, 580-604 (2007). MSC: 62M10 62G10 62E20 62P20 65C60 PDFBibTeX XMLCite \textit{Z. Qu}, Econom. J. 10, No. 3, 580--604 (2007; Zbl 1126.62081) Full Text: DOI
Carson, Richard T.; Sun, Yixiao The Tobit model with a non-zero threshold. (English) Zbl 1126.62116 Econom. J. 10, No. 3, 488-502 (2007). MSC: 62P20 62N01 62F12 65C05 62F03 PDFBibTeX XMLCite \textit{R. T. Carson} and \textit{Y. Sun}, Econom. J. 10, No. 3, 488--502 (2007; Zbl 1126.62116) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J. Testing for time series linearity. (English) Zbl 1116.62093 Econom. J. 10, No. 1, 149-165 (2007). MSC: 62M10 62P05 62F03 PDFBibTeX XMLCite \textit{D. I. Harvey} and \textit{S. J. Leybourne}, Econom. J. 10, No. 1, 149--165 (2007; Zbl 1116.62093) Full Text: DOI
Kim, Kyoo il Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities. (English) Zbl 1116.62056 Econom. J. 10, No. 1, 1-34 (2007). MSC: 62G20 62G07 62G10 PDFBibTeX XMLCite \textit{K. i. Kim}, Econom. J. 10, No. 1, 1--34 (2007; Zbl 1116.62056) Full Text: DOI
Lobato, Ignacio N.; Velasco, Carlos Optimal fractional Dickey-Fuller test. (English) Zbl 1106.62098 Econom. J. 9, No. 3, 492-510 (2006). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{I. N. Lobato} and \textit{C. Velasco}, Econom. J. 9, No. 3, 492--510 (2006; Zbl 1106.62098) Full Text: DOI
Kapetanios, George; Shin, Yongcheol Unit root tests in three-regime SETAR models. (English) Zbl 1096.62083 Econom. J. 9, No. 2, 252-278 (2006). MSC: 62M10 62F03 62P05 62E20 65C05 PDFBibTeX XMLCite \textit{G. Kapetanios} and \textit{Y. Shin}, Econom. J. 9, No. 2, 252--278 (2006; Zbl 1096.62083) Full Text: DOI
Carrion-i-Silvestre, Josep Lluís; Sansó, Andreu Joint hypothesis specification for unit root tests with a structural break. (English) Zbl 1096.62080 Econom. J. 9, No. 2, 196-224 (2006). MSC: 62M07 62E20 62F05 62M10 PDFBibTeX XMLCite \textit{J. L. Carrion-i-Silvestre} and \textit{A. Sansó}, Econom. J. 9, No. 2, 196--224 (2006; Zbl 1096.62080) Full Text: DOI
Wan, Alan T. K.; Zou, Guohua; Ohtani, Kazuhiro Further results on optimal critical values of pre-test when estimating the regression error variance. (English) Zbl 1088.62086 Econom. J. 9, No. 1, 159-176 (2006). MSC: 62J05 62F03 62F10 PDFBibTeX XMLCite \textit{A. T. K. Wan} et al., Econom. J. 9, No. 1, 159--176 (2006; Zbl 1088.62086) Full Text: DOI
Shin, Yongcheol; Snell, Andy Mean group tests for stationarity in heterogeneous panels. (English) Zbl 1088.62106 Econom. J. 9, No. 1, 123-158 (2006). MSC: 62M10 65C05 62F03 62L10 PDFBibTeX XMLCite \textit{Y. Shin} and \textit{A. Snell}, Econom. J. 9, No. 1, 123--158 (2006; Zbl 1088.62106) Full Text: DOI
Chong, Terence Tai-Leung The polynomial aggregated AR(1) model. (English) Zbl 1088.62105 Econom. J. 9, No. 1, 98-122 (2006). MSC: 62M10 62P20 62M07 62M09 PDFBibTeX XMLCite \textit{T. T. L. Chong}, Econom. J. 9, No. 1, 98--122 (2006; Zbl 1088.62105) Full Text: DOI
Kleiber, Christian; Krämer, Walter Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances. (English) Zbl 1078.62092 Econom. J. 8, No. 3, 406-417 (2005). MSC: 62M10 62H15 62J05 PDFBibTeX XMLCite \textit{C. Kleiber} and \textit{W. Krämer}, Econom. J. 8, No. 3, 406--417 (2005; Zbl 1078.62092) Full Text: DOI
Ioannidis, Evangelos E. Residual-based block bootstrap unit root testing in the presence of trend breaks. (English) Zbl 1085.62101 Econom. J. 8, No. 3, 323-351 (2005). MSC: 62M10 62G09 62M07 PDFBibTeX XMLCite \textit{E. E. Ioannidis}, Econom. J. 8, No. 3, 323--351 (2005; Zbl 1085.62101) Full Text: DOI
Lucchetti, Riccardo; Rossi, Eduardo Artifical regression testing in the GARCH-in-mean model. (English) Zbl 1078.62094 Econom. J. 8, No. 3, 306-322 (2005). MSC: 62M10 62H15 PDFBibTeX XMLCite \textit{R. Lucchetti} and \textit{E. Rossi}, Econom. J. 8, No. 3, 306--322 (2005; Zbl 1078.62094) Full Text: DOI
Dastoor, Naorayex K. On the arbitrariness of some asymptotic test statistics based on generalized inverses. (English) Zbl 1078.62059 Econom. J. 8, No. 3, 292-305 (2005). MSC: 62H12 15A09 62H15 62E20 PDFBibTeX XMLCite \textit{N. K. Dastoor}, Econom. J. 8, No. 3, 292--305 (2005; Zbl 1078.62059) Full Text: DOI
Hadri, Kaddour; Larsson, Rolf Testing for stationary in heterogeneous panel data where the time dimension is finite. (English) Zbl 1076.62117 Econom. J. 8, No. 1, 55-69 (2005). MSC: 62P20 62E20 62M10 62F03 65C05 PDFBibTeX XMLCite \textit{K. Hadri} and \textit{R. Larsson}, Econom. J. 8, No. 1, 55--69 (2005; Zbl 1076.62117) Full Text: DOI
Magnus, Jan R.; Sinha, Ashoke K. On Theil’s errors. (English) Zbl 1085.62074 Econom. J. 8, No. 1, 39-54 (2005). MSC: 62H15 62J05 62H12 PDFBibTeX XMLCite \textit{J. R. Magnus} and \textit{A. K. Sinha}, Econom. J. 8, No. 1, 39--54 (2005; Zbl 1085.62074) Full Text: DOI
Johansen, Søren; Swensen, Anders Rygh More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term. (English) Zbl 1063.62124 Econom. J. 7, No. 2, 389-397 (2004). MSC: 62M10 62P20 62F03 62F30 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{A. R. Swensen}, Econom. J. 7, No. 2, 389--397 (2004; Zbl 1063.62124) Full Text: DOI
Choi, In; Saikkonen, Pentti Testing linearity in cointegration smooth transition regressions. (English) Zbl 1064.62096 Econom. J. 7, No. 2, 341-365 (2004). MSC: 62M10 62F03 62P20 62P05 PDFBibTeX XMLCite \textit{I. Choi} and \textit{P. Saikkonen}, Econom. J. 7, No. 2, 341--365 (2004; Zbl 1064.62096) Full Text: DOI
Harris, D.; Poskitt, D. S. Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion. (English) Zbl 1063.62123 Econom. J. 7, No. 1, 191-217 (2004). MSC: 62M10 62H20 62M15 62H15 PDFBibTeX XMLCite \textit{D. Harris} and \textit{D. S. Poskitt}, Econom. J. 7, No. 1, 191--217 (2004; Zbl 1063.62123) Full Text: DOI
Pitarakis, Jean-Yves Least squares estimation and tests of breaks in mean and variance under misspecification. (English) Zbl 1053.62103 Econom. J. 7, No. 1, 32-54 (2004). MSC: 62M10 62F03 62F10 PDFBibTeX XMLCite \textit{J.-Y. Pitarakis}, Econom. J. 7, No. 1, 32--54 (2004; Zbl 1053.62103) Full Text: DOI
Phillips, Peter C. B.; Sul, Donggyu Dynamic panel estimation and homogeneity testing under cross section dependence. (English) Zbl 1032.62111 Econom. J. 6, No. 1, 217-259 (2003). MSC: 62P20 62H15 62M10 62H12 62F05 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{D. Sul}, Econom. J. 6, No. 1, 217--259 (2003; Zbl 1032.62111) Full Text: DOI
Cavaliere, Giuseppe Asymptotics for unit root tests under Markov regime-switching. (English) Zbl 1032.62072 Econom. J. 6, No. 1, 193-216 (2003). MSC: 62M02 62F05 62M07 62M10 PDFBibTeX XMLCite \textit{G. Cavaliere}, Econom. J. 6, No. 1, 193--216 (2003; Zbl 1032.62072) Full Text: DOI
Bai, Jushan; Perron, Pierre Critical values for multiple structural change tests. (English) Zbl 1032.62064 Econom. J. 6, No. 1, 72-78 (2003). MSC: 62J05 62H12 62H15 PDFBibTeX XMLCite \textit{J. Bai} and \textit{P. Perron}, Econom. J. 6, No. 1, 72--78 (2003; Zbl 1032.62064) Full Text: DOI
Bailey, Ralph W.; Taylor, A. M. Robert An optimal test against a random walk component in a non-orthogonal unobserved components model. (English) Zbl 1018.62061 Econom. J. 5, No. 2, 520-532 (2002). MSC: 62M02 62M10 PDFBibTeX XMLCite \textit{R. W. Bailey} and \textit{A. M. R. Taylor}, Econom. J. 5, No. 2, 520--532 (2002; Zbl 1018.62061) Full Text: DOI
Paruolo, Paolo On Monte Carlo estimation of relative power. (English) Zbl 1009.62080 Econom. J. 5, No. 1, 65-75 (2002). MSC: 62M10 62C05 62F03 PDFBibTeX XMLCite \textit{P. Paruolo}, Econom. J. 5, No. 1, 65--75 (2002; Zbl 1009.62080) Full Text: DOI
Rodrigues, Paulo M. M. On LM type tests for seasonal unit roots in quarterly data. (English) Zbl 1009.62083 Econom. J. 5, No. 1, 176-195 (2002). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{P. M. M. Rodrigues}, Econom. J. 5, No. 1, 176--195 (2002; Zbl 1009.62083) Full Text: DOI
Bravo, Francesco Testing linear restrictions in linear models with empirical likelihood. (English) Zbl 0992.62065 Econom. J. 5, No. 1, 104-130 (2002). MSC: 62J05 62F03 62F30 PDFBibTeX XMLCite \textit{F. Bravo}, Econom. J. 5, No. 1, 104--130 (2002; Zbl 0992.62065) Full Text: DOI
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (English) Zbl 0995.62077 Econom. J. 4, No. 2, 287-310 (2001). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{H. Lütkepohl} et al., Econom. J. 4, No. 2, 287--310 (2001; Zbl 0995.62077) Full Text: DOI
Psaradakis, Zacharias Markov level shifts and the unit-root hypothesis. (English) Zbl 1051.91084 Econom. J. 4, No. 2, 225-241 (2001). MSC: 91B84 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Econom. J. 4, No. 2, 225--241 (2001; Zbl 1051.91084) Full Text: DOI
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael Likelihood-based cointegration tests in heterogeneous panels. (English) Zbl 0983.62086 Econom. J. 4, No. 1, 109-142 (2001). MSC: 62P20 62M10 62E20 62H15 PDFBibTeX XMLCite \textit{R. Larsson} et al., Econom. J. 4, No. 1, 109--142 (2001; Zbl 0983.62086) Full Text: DOI
Hadri, Kaddour Testing for stationarity in heterogeneous panel data. (English) Zbl 0965.62102 Econom. J. 3, No. 2, 148-161 (2000). MSC: 62P20 62H15 62M10 62E20 PDFBibTeX XMLCite \textit{K. Hadri}, Econom. J. 3, No. 2, 148--161 (2000; Zbl 0965.62102) Full Text: DOI
Godfrey, Leslie G.; Orme, Chris D. Controlling the significance levels of prediction error tests for linear regression models. (English) Zbl 0964.62050 Econom. J. 3, No. 1, 66-83 (2000). MSC: 62J05 65C60 62G09 62G10 PDFBibTeX XMLCite \textit{L. G. Godfrey} and \textit{C. D. Orme}, Econom. J. 3, No. 1, 66--83 (2000; Zbl 0964.62050) Full Text: DOI
Leybourne, Stephen J.; Newbold, Paul Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis. (English) Zbl 0965.62074 Econom. J. 3, No. 1, 1-15 (2000). MSC: 62M10 62F03 62E20 PDFBibTeX XMLCite \textit{S. J. Leybourne} and \textit{P. Newbold}, Econom. J. 3, No. 1, 1--15 (2000; Zbl 0965.62074) Full Text: DOI
Hansen, Henrik; Johansen, Søren Some tests for parameter constancy in cointegrated VAR-models. (English) Zbl 0982.62072 Econom. J. 2, No. 2, 306-333 (1999). Reviewer: Krzysztof Piasecki (Poznań) MSC: 62M07 62P05 62P20 91B84 PDFBibTeX XMLCite \textit{H. Hansen} and \textit{S. Johansen}, Econom. J. 2, No. 2, 306--333 (1999; Zbl 0982.62072) Full Text: DOI