Journal Article |
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12 months |
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Last month |
3 months |
12 months |
Total |

A Bayesian approach to bandwidth selection for multivariate kernel density estimation |
1 |
1 |
5 |
98 |
1 |
1 |
12 |
291 |

A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
0 |
0 |
0 |
82 |
1 |
1 |
5 |
325 |

A Comparison of Some Tests for Fourth-Order Autocorrelation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
50 |

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

A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
268 |

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

A Note on Wallis' Bounds Test and Negative Autocorrelation |
0 |
0 |
1 |
48 |
0 |
3 |
5 |
362 |

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

A Wald-type test of quadratic parametric restrictions |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
171 |

A further class of tests for heteroscedasticity |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
57 |

A joint test for serial correlation and heteroscedasticity |
0 |
0 |
1 |
19 |
1 |
1 |
3 |
59 |

A new approximate point optimal test of a composite null hypothesis |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
144 |

A new test for fourth-order autoregressive disturbances |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
51 |

A point optimal test for autoregressive disturbances |
0 |
1 |
1 |
42 |
1 |
2 |
5 |
135 |

A point optimal test for heteroscedastic disturbances |
0 |
0 |
1 |
11 |
1 |
1 |
2 |
35 |

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
35 |

ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
96 |

An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative] |
0 |
0 |
0 |
122 |
0 |
1 |
3 |
558 |

Autocorrelation pre-testing in the linear model: Estimation, testing and prediction |
0 |
0 |
0 |
33 |
1 |
3 |
3 |
109 |

Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors |
0 |
0 |
0 |
7 |
2 |
6 |
14 |
51 |

Box-Cox stochastic volatility models with heavy-tails and correlated errors |
1 |
1 |
1 |
81 |
1 |
1 |
6 |
322 |

Comments on testing economic theories and the use of model selection criteria |
0 |
1 |
3 |
214 |
0 |
1 |
12 |
567 |

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

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

Editors' introduction: Fractional differencing and long memory processes |
0 |
0 |
0 |
79 |
0 |
0 |
3 |
189 |

Exponential smoothing model selection for forecasting |
0 |
1 |
3 |
140 |
0 |
3 |
14 |
538 |

Forecasting international quarterly tourist flows using error-correction and time-series models |
0 |
1 |
2 |
99 |
0 |
3 |
10 |
250 |

Fourth-order autocorrelation: Further significance points for the Wallis test |
0 |
0 |
0 |
41 |
2 |
3 |
4 |
212 |

Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model |
0 |
0 |
0 |
44 |
0 |
2 |
3 |
375 |

IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES |
0 |
1 |
1 |
87 |
0 |
1 |
3 |
319 |

Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes |
0 |
0 |
0 |
26 |
0 |
1 |
7 |
96 |

Joint one-sided tests of linear regression coefficients |
0 |
0 |
1 |
93 |
0 |
0 |
3 |
217 |

Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative |
0 |
0 |
1 |
55 |
1 |
1 |
7 |
182 |

Locally optimal one-sided tests for multiparameter hypotheses |
0 |
1 |
3 |
67 |
1 |
2 |
12 |
151 |

Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
155 |

Maximal invariant likelihood based testing of semi-linear models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |

Modified Wald test for regression disturbances |
0 |
0 |
0 |
142 |
0 |
2 |
15 |
439 |

Modified Wald tests for non-linear restrictions: A cautionary tale |
0 |
0 |
1 |
32 |
0 |
0 |
3 |
86 |

Most mean powerful test of a composite null against a composite alternative |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
40 |

NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY |
0 |
0 |
0 |
28 |
1 |
2 |
3 |
92 |

Nonnested testing for autocorrelation in the linear regression model |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
85 |

On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |

Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors |
0 |
0 |
3 |
104 |
0 |
1 |
6 |
355 |

Selecting the order of an ARCH model |
0 |
0 |
0 |
32 |
0 |
0 |
5 |
127 |

Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
61 |

Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
31 |

Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
294 |

Testing for ARMA (1, 1) Disturbances in the Linear Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
154 |

Testing for a Serially Correlated Component in Regression Disturbances |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
41 |

Testing for autoregressive against moving average errors in the linear regression model |
0 |
1 |
1 |
21 |
0 |
1 |
2 |
94 |

Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present |
0 |
1 |
1 |
22 |
2 |
3 |
3 |
134 |

The Durbin-Watson Bounds Test and Regressions without an Intercept |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
259 |

The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables |
0 |
0 |
0 |
148 |
0 |
4 |
6 |
650 |

The Durbin-Watson test and cross-sectional data |
0 |
1 |
12 |
417 |
6 |
15 |
43 |
1,140 |

The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data |
0 |
1 |
1 |
70 |
0 |
1 |
3 |
349 |

The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic |
0 |
1 |
5 |
164 |
1 |
6 |
23 |
652 |

The locally unbiased two-sided Durbin--Watson test |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
198 |

Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
111 |

Total Journal Articles |
2 |
13 |
49 |
2,930 |
25 |
82 |
276 |
12,086 |