Gospodinov, Nikolay; Tao, Ye Bootstrap unit root tests in models with GARCH(1,1) errors. (English) Zbl 1217.62132 Econom. Rev. 30, No. 4, 379-405 (2011). MSC: 62M10 62F40 65C05 62M07 PDFBibTeX XMLCite \textit{N. Gospodinov} and \textit{Y. Tao}, Econom. Rev. 30, No. 4, 379--405 (2011; Zbl 1217.62132) Full Text: DOI
Simar, Léopold; Wilson, Paul W. Inferences from cross-sectional, stochastic frontier models. (English) Zbl 1180.62194 Econom. Rev. 29, No. 1, 62-98 (2010). MSC: 62P20 62F40 62F25 65C60 65C05 62K99 PDFBibTeX XMLCite \textit{L. Simar} and \textit{P. W. Wilson}, Econom. Rev. 29, No. 1, 62--98 (2010; Zbl 1180.62194) Full Text: DOI
Lopez, Claude A panel unit root test with good power in small samples. (English) Zbl 1172.62026 Econom. Rev. 28, No. 4, 295-313 (2009). MSC: 62M10 62F40 62P05 65C05 65C60 PDFBibTeX XMLCite \textit{C. Lopez}, Econom. Rev. 28, No. 4, 295--313 (2009; Zbl 1172.62026) Full Text: DOI
Cavaliere, Giuseppe; Taylor, A. M. Robert Bootstrap \(M\) unit root tests. (English) Zbl 1168.62080 Econom. Rev. 28, No. 5, 393-421 (2009). MSC: 62M10 62F40 62E20 65C60 PDFBibTeX XMLCite \textit{G. Cavaliere} and \textit{A. M. R. Taylor}, Econom. Rev. 28, No. 5, 393--421 (2009; Zbl 1168.62080) Full Text: DOI
Martins-Filho, Carlos; Mishra, Santosh; Ullah, Aman A class of improved parametrically guided nonparametric regression estimators. (English) Zbl 1140.62034 Econom. Rev. 27, No. 4-6, 542-573 (2008). MSC: 62G08 62G05 62G20 62E20 PDFBibTeX XMLCite \textit{C. Martins-Filho} et al., Econom. Rev. 27, No. 4--6, 542--573 (2008; Zbl 1140.62034) Full Text: DOI
Guggenberger, Patrik Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator. (English) Zbl 1140.62025 Econom. Rev. 27, No. 4-6, 526-541 (2008). MSC: 62G05 62J05 65C05 62G15 PDFBibTeX XMLCite \textit{P. Guggenberger}, Econom. Rev. 27, No. 4--6, 526--541 (2008; Zbl 1140.62025) Full Text: DOI
Adolfson, Malin; Lindé, Jesper; Villani, Mattias Forecasting performance of an open economy DSGE model. (English) Zbl 1112.62133 Econom. Rev. 26, No. 2-4, 289-328 (2007). MSC: 62P20 62F15 62M10 PDFBibTeX XMLCite \textit{M. Adolfson} et al., Econom. Rev. 26, No. 2--4, 289--328 (2007; Zbl 1112.62133) Full Text: DOI
Nielsen, Morten Ørregaard; Frederiksen, Per Houmann Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration. (English) Zbl 1080.62059 Econom. Rev. 24, No. 4, 405-443 (2005). MSC: 62M10 62F10 65C05 62G08 62Q05 PDFBibTeX XMLCite \textit{M. Ø. Nielsen} and \textit{P. H. Frederiksen}, Econom. Rev. 24, No. 4, 405--443 (2005; Zbl 1080.62059) Full Text: DOI Link
Clark, Todd E.; McCracken, Michael W. Evaluating direct multistep forecasts. (English) Zbl 1080.62049 Econom. Rev. 24, No. 4, 369-404 (2005). MSC: 62J05 62E20 65C05 PDFBibTeX XMLCite \textit{T. E. Clark} and \textit{M. W. McCracken}, Econom. Rev. 24, No. 4, 369--404 (2005; Zbl 1080.62049) Full Text: DOI
Kočenda, Evžen; Briatka, Ľuboš Optimal range for the iid test based on integration across the correlation integral. (English) Zbl 1071.62078 Econom. Rev. 24, No. 3, 265-296 (2005). MSC: 62M10 65C05 62P20 62F35 37N40 37N99 PDFBibTeX XMLCite \textit{E. Kočenda} and \textit{Ľ. Briatka}, Econom. Rev. 24, No. 3, 265--296 (2005; Zbl 1071.62078) Full Text: DOI
Guggenberger, Patrik; Hahn, Jinyong Finite sample properties of the two-step empirical likelihood estimator. (English) Zbl 1081.62015 Econom. Rev. 24, No. 3, 247-263 (2005). MSC: 62F10 65C05 PDFBibTeX XMLCite \textit{P. Guggenberger} and \textit{J. Hahn}, Econom. Rev. 24, No. 3, 247--263 (2005; Zbl 1081.62015) Full Text: DOI
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. The sensitivity of chi-squared goodness-of-fit tests to the partitioning of data. (English) Zbl 1062.62074 Econom. Rev. 23, No. 4, 341-370 (2004). MSC: 62G10 65C05 PDFBibTeX XMLCite \textit{G. Boero} et al., Econom. Rev. 23, No. 4, 341--370 (2004; Zbl 1062.62074) Full Text: DOI
Moon, Hyungsik Roger; Perron, Benoit Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity. (English) Zbl 1062.62253 Econom. Rev. 23, No. 4, 293-323 (2004). MSC: 62P20 62M10 62P05 PDFBibTeX XMLCite \textit{H. R. Moon} and \textit{B. Perron}, Econom. Rev. 23, No. 4, 293--323 (2004; Zbl 1062.62253) Full Text: DOI
Gabriel, Vasco J. Tests for the null hypothesis of cointegration: A Monte Carlo comparison. (English) Zbl 1030.62067 Econom. Rev. 22, No. 4, 411-435 (2003). MSC: 62M10 62M07 65C05 62P20 PDFBibTeX XMLCite \textit{V. J. Gabriel}, Econom. Rev. 22, No. 4, 411--435 (2003; Zbl 1030.62067) Full Text: DOI
Guay, Alain Optimal predictive tests. (English) Zbl 1043.62013 Econom. Rev. 22, No. 4, 379-410 (2003). MSC: 62F10 62P20 62F03 62M10 65C20 PDFBibTeX XMLCite \textit{A. Guay}, Econom. Rev. 22, No. 4, 379--410 (2003; Zbl 1043.62013) Full Text: DOI
Ohtani, Kazuhiro; Wan, Alan T. K. On the use of the Stein variance estimator in the double \(k\)-class estimator in regression. (English) Zbl 1049.62078 Econom. Rev. 21, No. 1, 121-134 (2002). MSC: 62J05 62H12 62C15 PDFBibTeX XMLCite \textit{K. Ohtani} and \textit{A. T. K. Wan}, Econom. Rev. 21, No. 1, 121--134 (2002; Zbl 1049.62078) Full Text: DOI
Ali, Mukhtar M. Distribution of the least squares estimator in a first-order autoregressive model. (English) Zbl 1049.62093 Econom. Rev. 21, No. 1, 89-119 (2002). MSC: 62M10 62E15 62E20 62Q05 PDFBibTeX XMLCite \textit{M. M. Ali}, Econom. Rev. 21, No. 1, 89--119 (2002; Zbl 1049.62093) Full Text: DOI
Kurozumi, Eiji Testing for periodic stationarity. (English) Zbl 1033.62082 Econom. Rev. 21, No. 2, 243-270 (2002). MSC: 62M10 62F03 62H15 PDFBibTeX XMLCite \textit{E. Kurozumi}, Econom. Rev. 21, No. 2, 243--270 (2002; Zbl 1033.62082) Full Text: DOI
Baltagi, Badi H.; Song, Seuck Heun; Jung, Byoung Cheol Simple LM tests for the unbalanced nested error component regression model. (English) Zbl 1033.62054 Econom. Rev. 21, No. 2, 167-187 (2002). MSC: 62H15 62J05 62F03 PDFBibTeX XMLCite \textit{B. H. Baltagi} et al., Econom. Rev. 21, No. 2, 167--187 (2002; Zbl 1033.62054) Full Text: DOI
Ng, Serena; Vogelsang, Timothy J. Analysis of vector autoregressions in the presence of shifts in mean. (English) Zbl 1033.62084 Econom. Rev. 21, No. 3, 353-381 (2002). MSC: 62M10 PDFBibTeX XMLCite \textit{S. Ng} and \textit{T. J. Vogelsang}, Econom. Rev. 21, No. 3, 353--381 (2002; Zbl 1033.62084) Full Text: DOI
Ahn, Sung K.; Fotopoulos, Stergios B.; He, Lijian Unit root tests with infinite variance errors. (English) Zbl 1044.62090 Econom. Rev. 20, No. 4, 461-483 (2001). MSC: 62M10 62E20 65C05 62F03 PDFBibTeX XMLCite \textit{S. K. Ahn} et al., Econom. Rev. 20, No. 4, 461--483 (2001; Zbl 1044.62090) Full Text: DOI
Silvapulle, Paramsothy A score test for seasonal fractional integration and cointegration. (English) Zbl 1018.62074 Econom. Rev. 20, No. 1, 85-104 (2001). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{P. Silvapulle}, Econom. Rev. 20, No. 1, 85--104 (2001; Zbl 1018.62074) Full Text: DOI
Anderson, Gordon The power and size of nonparametric tests for common distributional characteristics. (English) Zbl 1018.62035 Econom. Rev. 20, No. 1, 1-30 (2001). MSC: 62G10 65C05 PDFBibTeX XMLCite \textit{G. Anderson}, Econom. Rev. 20, No. 1, 1--30 (2001; Zbl 1018.62035) Full Text: DOI
Silvapulle, Paramsothy; Evans, Merran Testing for serial correlation in the presence of dynamic heteroscedasticity. (English) Zbl 0965.62075 Econom. Rev. 17, No. 1, 31-55 (1998). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{P. Silvapulle} and \textit{M. Evans}, Econom. Rev. 17, No. 1, 31--55 (1998; Zbl 0965.62075) Full Text: DOI Link