Volume 143; Issue 1

Journal of Econometrics

Volume 143; Issue 1
2

On specification testing of ordered discrete choice models

Juan Mora, Ana I. Moro-Egido
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 254 KB
english, 2008
3

On distribution-free goodness-of-fit testing of exponentiality

John Haywood, Estate Khmaladze
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 281 KB
english, 2008
4

Distribution-free specification tests of conditional models

Miguel A. Delgado, Winfried Stute
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 275 KB
english, 2008
5

Specification testing

Miguel A. Delgado
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 121 KB
english, 2008
6

Specification tests in nonparametric regression

John H.J. Einmahl, Ingrid Van Keilegom
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 264 KB
english, 2008
7

Nonparametric simultaneous testing for structural breaks

Jiti Gao, Irène Gijbels, Sébastien Van Bellegem
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 320 KB
english, 2008
8

Joint and marginal specification tests for conditional mean and variance models

J. Carlos Escanciano
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 255 KB
english, 2008
10

Testing multivariate distributions in GARCH models

Jushan Bai, Zhihong Chen
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 334 KB
english, 2008
11

Specification testing for regression models with dependent data

J. Hidalgo
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 309 KB
english, 2008
12

Breaking the curse of dimensionality in nonparametric testing

Pascal Lavergne, Valentin Patilea
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 328 KB
english, 2008
13

Diagnostic testing for cointegration

P.M. Robinson
Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 284 KB
english, 2008
14

Editorial Board

Journal:
Journal of Econometrics
Year:
2008
Language:
english
File:
PDF, 79 KB
english, 2008