Journal Article |
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Last month |
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12 months |
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A Bayesian approach to bandwidth selection for multivariate kernel density estimation |
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0 |
2 |
104 |
1 |
2 |
4 |
310 |

A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
0 |
1 |
1 |
85 |
0 |
1 |
4 |
340 |

A Comparison of Some Tests for Fourth-Order Autocorrelation |
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0 |
0 |
0 |
0 |
0 |
0 |
51 |

A Correction for Local Biasedness of the Wald and Null Wald Tests |
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0 |
0 |
0 |
0 |
0 |
0 |
1 |

A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances |
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0 |
0 |
0 |
0 |
0 |
0 |
272 |

A Note on Szroeter's Bounds Test |
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0 |
0 |
0 |
0 |
0 |
0 |
178 |

A Note on Wallis' Bounds Test and Negative Autocorrelation |
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0 |
0 |
48 |
0 |
0 |
0 |
367 |

A Point Optimal Test for Moving Average Regression Disturbances |
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0 |
0 |
1 |
0 |
0 |
0 |
10 |

A Wald-type test of quadratic parametric restrictions |
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0 |
0 |
41 |
0 |
0 |
0 |
174 |

A further class of tests for heteroscedasticity |
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0 |
0 |
16 |
0 |
0 |
0 |
61 |

A joint test for serial correlation and heteroscedasticity |
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0 |
0 |
19 |
0 |
0 |
0 |
60 |

A new approximate point optimal test of a composite null hypothesis |
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0 |
1 |
50 |
0 |
0 |
1 |
147 |

A new test for fourth-order autoregressive disturbances |
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0 |
0 |
7 |
0 |
0 |
0 |
53 |

A point optimal test for autoregressive disturbances |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
138 |

A point optimal test for heteroscedastic disturbances |
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1 |
1 |
12 |
0 |
1 |
2 |
38 |

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density |
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0 |
0 |
6 |
0 |
0 |
0 |
36 |

ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS |
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0 |
0 |
26 |
0 |
0 |
0 |
97 |

An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] |
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0 |
0 |
122 |
0 |
0 |
1 |
559 |

Autocorrelation pre-testing in the linear model: Estimation, testing and prediction |
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0 |
0 |
36 |
0 |
0 |
2 |
114 |

Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors |
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0 |
1 |
11 |
0 |
0 |
2 |
64 |

Box-Cox stochastic volatility models with heavy-tails and correlated errors |
0 |
0 |
1 |
85 |
0 |
0 |
1 |
337 |

Comments on testing economic theories and the use of model selection criteria |
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1 |
1 |
219 |
0 |
1 |
4 |
579 |

Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances] |
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0 |
0 |
0 |
0 |
0 |
0 |
78 |

Editors' introduction: 40 years of diagnostic testing |
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0 |
0 |
7 |
0 |
0 |
0 |
30 |

Editors' introduction: Fractional differencing and long memory processes |
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1 |
2 |
83 |
2 |
3 |
5 |
198 |

Exponential smoothing model selection for forecasting |
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0 |
4 |
145 |
2 |
5 |
18 |
567 |

Forecasting international quarterly tourist flows using error-correction and time-series models |
1 |
1 |
2 |
105 |
2 |
3 |
4 |
268 |

Fourth-order autocorrelation: Further significance points for the Wallis test |
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0 |
0 |
42 |
0 |
0 |
0 |
219 |

Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model |
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0 |
1 |
46 |
0 |
0 |
1 |
380 |

Hypothesis testing based on a vector of statistics |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
15 |

IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
320 |

Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
103 |

Joint one-sided tests of linear regression coefficients |
0 |
0 |
0 |
96 |
0 |
1 |
1 |
227 |

Locally Optimal Properties of the Durbin-Watson Test |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
17 |

Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative |
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1 |
2 |
60 |
0 |
1 |
4 |
193 |

Locally optimal one-sided tests for multiparameter hypotheses |
0 |
0 |
1 |
75 |
1 |
1 |
3 |
170 |

Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
157 |

Maximal invariant likelihood based testing of semi-linear models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |

Modified Wald test for regression disturbances |
0 |
0 |
0 |
143 |
0 |
0 |
6 |
463 |

Modified Wald tests for non-linear restrictions: A cautionary tale |
0 |
0 |
2 |
36 |
0 |
0 |
2 |
97 |

Most mean powerful test of a composite null against a composite alternative |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
42 |

NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
93 |

Nonnested testing for autocorrelation in the linear regression model |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
86 |

On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors |
0 |
0 |
0 |
105 |
0 |
1 |
2 |
361 |

Selecting the order of an ARCH model |
0 |
0 |
0 |
35 |
0 |
3 |
6 |
139 |

Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
61 |

Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |

Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
297 |

Testing for ARMA (1, 1) Disturbances in the Linear Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
155 |

Testing for a Serially Correlated Component in Regression Disturbances |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
42 |

Testing for autoregressive against moving average errors in the linear regression model |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
95 |

Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
140 |

The Durbin-Watson Bounds Test and Regressions without an Intercept |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
260 |

The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables |
0 |
0 |
1 |
149 |
0 |
0 |
1 |
652 |

The Durbin-Watson test and cross-sectional data |
0 |
1 |
3 |
433 |
3 |
6 |
15 |
1,187 |

The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data |
0 |
0 |
0 |
73 |
0 |
1 |
3 |
358 |

The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic |
0 |
0 |
1 |
170 |
0 |
0 |
3 |
675 |

The locally unbiased two-sided Durbin--Watson test |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
201 |

Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
111 |

Total Journal Articles |
1 |
7 |
31 |
3,039 |
11 |
31 |
106 |
12,507 |