Central Bank Research Hub - JEL classification C12: Hypothesis Testing: General

Title Author(s)

Spurious Long-Horizon Regression in Econometrics

Bank of Mexico Working Papers [View] (Paper: 2010-06, 08.06.2010)

JEL: C12, C22, E51

Bootstrapping Density-Weighted Average Derivatives

New York Fed Staff reports [View] (Paper: 452, 28.05.2010)

JEL: C12, C14, C21, C24

Working Paper 2010-4

Atlanta Fed Working papers [View] (Paper: 2010-04, 09.04.2010)

JEL: C12, C13, G12

Distributional tests in multivariate dynamic models with Normal and Student t innovations

Bank of Spain Working Papers [View] (Paper: 0929, 21.12.2009)

JEL: C12, C32, C52

A Consistent Test for Multivariate Conditional Distributions

Bank of Canada Working papers [View] (Paper: 2009-34, 18.12.2009)

JEL: C12, C22

Comparing forecast accuracy: a Monte Carlo investigation

Bank of Italy Working Papers [View] (Paper: 723, 05.10.2009)

JEL: C12, C52, C53

Confidence Intervals for Long-Horizon Predictive Regressions via Reverse Regressions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-27, 20.06.2009)

JEL: C12, G12, G17

The distribution of households consumption-expenditure budget shares

European Central Bank Working papers [View] (Paper: 1061, 16.06.2009)

JEL: C12, D12, D3

Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books - a multivariate nonparametric approach

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2009/07, 02.06.2009)

JEL: C12, C13, C14

Testing for Financial Contagion with Applications to the Canadian Banking System

Bank of Canada Working papers [View] (Paper: 2009-14, 15.05.2009)

JEL: C12, G01, G15

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