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		No cover image available Wald tests for detecting multiple structural changes in persistence created by Mohitosh Kejriwal , Pierre Perron and Jing Zhou by Kejriwal, Mohitosh [author] Perron, Pierre [co author] Zhou, Jing [co author] Series: Econometric Theory ; Volume 29, number 2 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2013 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available Testing and inference in nonlinear cointegrating vector error correction models created by Dennis Kristensen and Anders Rahbek by Kristensen, Dennis [author] Rahbek, Anders [co author] Series: Econometric Theory ; Volume 29, number 4 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2013 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available A smooth nonparametric conditional density test for categorical responses created by Cong Li and Jeffrey S. Racine by Li, Cong [author] Racine, Jeffrey S [co author] Series: Econometric Theory ; Volume 29, number 3, Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2013 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available On the lack of power of omnibus specification tests created by J. Carlos Escanciano by Escanciano, J. Carlos [author] Series: Econometric theory ; Volume 25, number 1 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2009 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available A generalized portmanteau test for independence between two stationary time series created by Xiaofeng Shao by Shao, Xiaofeng [author] Series: Econometric theory ; Volume 25, number 1 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2009 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available Admissible invariant similar tests for instrumental variables regression created by Victor Chernozhukov, Gordon Hansen and Michael Jansson by Chernozhukov, Victor [author] Hansen, Gordon [co author] Jansson, Michael [co author] Series: Econometric theory ; Volume 25, number 3 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2009 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available A nonparametric goodness-of-fit-based test for conditional heteroskedasticity created by Liangjun Su and Aman Ullah by Liangjun Su [author] Aman Ullah [co-author] Series: Econometric Theory ; Volume 29, number 1 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2013 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)