The Approximate Slopes of Econometric Tests
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Cited in
(18)- The econometrics of mean‐variance efficiency tests: a survey
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Some results on the Glejser and Koenker tests for heteroskedasticity
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
- A comparison of mean-variance efficiency tests
- The relative performance of bivariate causality tests in small samples
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
- On the power of Portmanteau serial correlation tests
- THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK
- Semi-parametric specification tests for mixing distributions
- THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED1
- A comparison of nonnested tests for misspecified models using the method of approximate slopes
- Temporal aggregation and the power of tests for a unit root
- GMM tests for the Katz family of distributions
- Bahadur intercept with applications to one-sided testing
- On consistent testing for serial correlation of unknown form in vector time series models.
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