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Testing Quantile Forecast Optimality

Journal of business & economic statistics, 2024-10, Vol.42 (4), p.1367-1378

2024

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Testing for Granger-causality in quantiles

Econometric reviews, 2018-09, Vol.37 (8), p.850-866

Troster, Victor

2018

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Testing Weak Cross-Sectional Dependence in Large Panels

Econometric reviews, 2015-05, Vol.34 (6-10), p.1089-1117

Pesaran, M. Hashem

2015

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Testing Okun's law. Theoretical and empirical considerations using fractional integration

Applied economics, 2020-01, Vol.52 (5), p.459-474

2020

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Testing for Slope Heterogeneity Bias in Panel Data Models

Journal of business & economic statistics, 2019-10, Vol.37 (4), p.749-760

2019

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Quantitative reverse stress testing, bottom up

Quantitative finance, 2023-05, Vol.23 (5), p.863-875

2023

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Testing Statebuilding's 'Missing Link': Effects of Government Communications in Colombia

The Journal of development studies, 2020-03, Vol.56 (3), p.509-526

2020

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Combining p-values for Multivariate Predictive Ability Testing

Journal of business & economic statistics, 2023-07, Vol.41 (3), p.765-777

2023

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The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation

Journal of business & economic statistics, 2022, Vol.40 (3), p.1191-1203

2022

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Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

Journal of business & economic statistics, 2018-10, Vol.36 (4), p.672-683

2018

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Panel Data Cointegration Testing with Structural Instabilities

Journal of business & economic statistics, 2024-04, p.1-12

2024

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Testing the relationship between real effective exchange rate and absolute cost advantage. A dynamic panel GMM analysis from NAFTA

Applied economics letters, 2021-09, Vol.28 (15), p.1332-1335

Boundi Chraki, Fahd

2021

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Testing Censoring Point Independence

Journal of business & economic statistics, 2019-07, Vol.37 (3), p.496-505

Frandsen, Brigham R.

2019

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Testing for Serial Correlation in Fixed-Effects Panel Data Models

Econometric reviews, 2016-08, Vol.35 (7), p.1290-1316

2016

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The alternative version of J-curve hypothesis testing: Evidence between the USA and Canada

The journal of international trade & economic development, 2023-10, Vol.32 (7), p.1130-1185

2023

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Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework

Applied economics letters, 2023-09, Vol.30 (16), p.2245-2251

2023

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Testing for Changes in Forecasting Performance

Journal of business & economic statistics, 2021, Vol.39 (1), p.148-165

2021

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Testing Keynes' aggregate investment function

Journal of post Keynesian economics, 2022-04, Vol.45 (2), p.246-262

Harvey, John T.

2022

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Testing for Threshold Diffusion

Journal of business & economic statistics, 2017-04, Vol.35 (2), p.218-227

2017

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Testing the role of urban development in the conventional Environmental Kuznets Curve: evidence from Turkey

Applied economics letters, 2018-06, Vol.25 (11), p.741-746

2018

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Heteroscedasticity testing after outlier removal

Econometric reviews, 2021, Vol.40 (1), p.51-85

2021

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Risk factor aggregation and stress testing

Quantitative finance, 2024-07, p.1-14

Packham, Natalie

2024

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The Expansive Corridor: Testing Acemoglu and Robinson (2019)

The Journal of development studies, 2023-07, Vol.59 (7), p.1060-1075

2023

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Testing the Newcomb-Benford Law: experimental evidence

Applied economics letters, 2019-12, Vol.26 (21), p.1762-1769

2019

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Testing fiscal sustainability in OECD countries: new evidence from the past centuries

Applied economics letters, 2024-04, Vol.31 (7), p.676-682

2024

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Testing Quantile Forecast Optimality

Testing for Granger-causality in quantiles

Testing Weak Cross-Sectional Dependence in Large Panels

Testing Okun's law. Theoretical and empirical considerations using fractional integration

Testing for Slope Heterogeneity Bias in Panel Data Models

Quantitative reverse stress testing, bottom up

Testing Statebuilding's 'Missing Link': Effects of Government Communications in Colombia

Combining p-values for Multivariate Predictive Ability Testing

The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation

Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

Panel Data Cointegration Testing with Structural Instabilities

Testing the relationship between real effective exchange rate and absolute cost advantage. A dynamic panel GMM analysis from NAFTA

Testing Censoring Point Independence

Testing for Serial Correlation in Fixed-Effects Panel Data Models

The alternative version of J-curve hypothesis testing: Evidence between the USA and Canada

Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework

Testing for Changes in Forecasting Performance

Testing Keynes' aggregate investment function

Testing for Threshold Diffusion

Testing the role of urban development in the conventional Environmental Kuznets Curve: evidence from Turkey

Heteroscedasticity testing after outlier removal

Risk factor aggregation and stress testing

The Expansive Corridor: Testing Acemoglu and Robinson (2019)

Testing the Newcomb-Benford Law: experimental evidence

Testing fiscal sustainability in OECD countries: new evidence from the past centuries

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