Pages that link to "Item:Q451289"
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The following pages link to Testing joint hypotheses when one of the alternatives is one-sided (Q451289):
Displaying 17 items.
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Wald, likelihood ratio, and infinite induced test statistics for joint one-sided hypothesis (Q899842) (← links)
- On hypothesis testing with a partitioned random alternative (Q977284) (← links)
- Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
- Joint one-sided tests of linear regression coefficients (Q1089716) (← links)
- Testing multivariate one-sided hypotheses. (Q1423153) (← links)
- A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
- Nonlinear error correction based cointegration test in panel data (Q1782283) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Two-sample test against one-sided alternatives (Q2911722) (← links)
- Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- On Monte Carlo estimation of relative power (Q4551783) (← links)
- A Score Test Against One-Sided Alternatives (Q4836997) (← links)
- A unit root test based on smooth transitions and nonlinear adjustment (Q5084008) (← links)
