Pages that link to "Item:Q3928114"

The following pages link to The Approximate Slopes of Econometric Tests (Q3928114):

Displaying 18 items.

• Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
• Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
• The relative performance of bivariate causality tests in small samples (Q1278645) (← links)
• Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
• On consistent testing for serial correlation of unknown form in vector time series models. (Q1427530) (← links)
• A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
• Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence (Q1836262) (← links)
• GMM tests for the Katz family of distributions (Q1869069) (← links)
• Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
• Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
• A comparison of mean-variance efficiency tests (Q2630146) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
• THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED¹ (Q4372027) (← links)
• COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
• EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338) (← links)
• On the power of Portmanteau serial correlation tests (Q5475366) (← links)
• THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK (Q5697615) (← links)