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Results 211-220 of 306.
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| Date | Title |
Authors |
| 2002 | The day-of-the-week effect revisited: An alternative testing approach | Alt, Raimund / Fortin, Ines / Weinberger, Simon |
| 2002 | Testing for stationarity in a cointegrated system | Kunst, Robert M. |
| 2003 | Testing for relative predictive accuracy: A critical viewpoint | Kunst, Robert M. |
| 2011 | Nonparametric rank tests for non-stationary panels | Pedroni, Peter / Vogelsang, Timothy J. / Wagner, Martin / Westerlund, Joakim |
| 2011 | Cointegrating polynomial regressions: Fully modified OLS estimation and inference | Hong, Seung Hyun / Wagner, Martin |
| 2011 | A fixed-b perspective on the Phillips-Perron unit root tests | Vogelsang, Timothy J. / Wagner, Martin |
| 2011 | Chi-squared tests for evaluation and comparison of asset pricing models | Gospodinov, Nikolay / Kan, Raymond / Robotti, Cesare |
| 2010 | On the Hansen-Jagannathan distance with a no-arbitrage constraint | Gospodinov, Nikolay / Kan, Raymond / Robotti, Cesare |
| 2007 | The performance of panel cointegration methods: Results from a large scale simulation study | Wagner, Martin / Hlouskova, Jaroslava |
| 2011 | Testing the one-part fractional response model against an alternative two-part model | Oberhofer, Harald / Pfaffermayr, Michael |
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