Now showing items 1-5 of 5

    Issue DateTitleAuthor(s)
    1 March 2012Consistent model specification testing  Davidson, James; Halunga, Andreea G.
    1 August 2014Consistent testing of functional form in time series models  Halunga, Andreea G.; Davidson, James
    1 April 2009First-order asymptotic theory for parametric misspecification tests of Garch models  Halunga, Andreea G.; Orme, Chris D.
    16 August 2011A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models  Halunga, Andreea G.; Orme, Chris D.; Yamagata, Takashi
    2012Ratio-based estimators for a change point in persistence  Halunga, Andreea G.; Osborn, Denise R.