Statistical methods for testing effects on maximum lifespanCHENXI WANG; QING LI; REDDEN, David T et al.Mechanisms of ageing and development. 2004, Vol 125, Num 9, pp 629-632, issn 0047-6374, 4 p.Article

A nonparametric test for conditional symmetry in nonstationary and absolutely regular dynamical modelsNGATCHOU-WANDJI, Joseph; HAREL, Michel; ELHARFAOUI, Echarif et al.Comptes rendus. Mathématique. 2010, Vol 348, Num 17-18, pp 1021-1026, issn 1631-073X, 6 p.Article

Markov chain Monte Carlo tests for designed experimentsAOKI, Satoshi; TAKEMURA, Akimichi.Journal of statistical planning and inference. 2010, Vol 140, Num 3, pp 817-830, issn 0378-3758, 14 p.Article

Testing semiparametric conditional moment restrictions using conditional martingale transformsKYUNGCHUL SONG.Journal of econometrics. 2010, Vol 154, Num 1, pp 74-84, issn 0304-4076, 11 p.Article

A Comparison of Methods for Adaptive Treatment SelectionFRIEDE, Tim; STALLARD, Nigel.Biometrical journal. 2008, Vol 50, Num 5, pp 767-781, issn 0323-3847, 15 p.Conference Paper

Distribution-free specification tests of conditional modelsDELGADO, Miguel A; STUTE, Winfried.Journal of econometrics. 2008, Vol 143, Num 1, pp 37-55, issn 0304-4076, 19 p.Conference Paper

Joint and marginal specification tests for conditional mean and variance modelsESCANCIANO, J. Carlos.Journal of econometrics. 2008, Vol 143, Num 1, pp 74-87, issn 0304-4076, 14 p.Conference Paper

Testing for multivariate autoregressive conditional heteroskedasticity using waveletsDUCHESNE, Pierre.Computational statistics & data analysis. 2006, Vol 51, Num 4, pp 2142-2163, issn 0167-9473, 22 p.Article

A nonparametric test for changing trendsJUHL, Ted; ZHIJIE XIAO.Journal of econometrics. 2005, Vol 127, Num 2, pp 179-199, issn 0304-4076, 21 p.Article

Linear rank tests for independence in bivariate distributions: power comparisons by simulationRÖDEL, Egmar; KÖSSLER, Wolfgang.Computational statistics & data analysis. 2004, Vol 46, Num 4, pp 645-660, issn 0167-9473, 16 p.Article

On robust testing for conditional heteroscedasticity in time series modelsDUCHESNE, Pierre.Computational statistics & data analysis. 2004, Vol 46, Num 2, pp 227-256, issn 0167-9473, 30 p.Article

Comparing the asymptotic power of exact tests in 2 × 2 tablesMARTIN ANDRES, A; SILVA MATO, A; TAPIA GARCIA, J. M et al.Computational statistics & data analysis. 2004, Vol 47, Num 4, pp 745-756, issn 0167-9473, 12 p.Article

Generalized additive models and inflated type I error rates of smoother significance testsYOUNG, Robin L; WEINBERG, Janice; VIEIRA, Verónica et al.Computational statistics & data analysis. 2011, Vol 55, Num 1, pp 366-374, issn 0167-9473, 9 p.Article

Testing for heteroskedasticity and serial correlation in a random effects panel data modelBALTAGI, Badi H; BYOUNG CHEOL JUNG; SEUCK HEUN SONG et al.Journal of econometrics. 2010, Vol 154, Num 2, pp 122-124, issn 0304-4076, 3 p.Article

STATISTICAL TESTS OF CONDITIONAL INDEPENDENCE BETWEEN RESPONSES AND/OR RESPONSE TIMES ON TEST ITEMSVAN DER LINDEN, Wim J; GLAS, Cees A. W.Psychometrika. 2010, Vol 75, Num 1, pp 120-139, issn 0033-3123, 20 p.Article

Semiparametric tests of conditional moment restrictions under weak or partial identificationSUNG JAE JUN; PINKSE, Joris.Journal of econometrics. 2009, Vol 152, Num 1, pp 3-18, issn 0304-4076, 16 p.Article

Efficient forecast tests for conditional policy forecastsFAUST, Jon; WRIGHT, Jonathan H.Journal of econometrics. 2008, Vol 146, Num 2, pp 293-303, issn 0304-4076, 11 p.Article

Testing for random effects and spatial lag dependence in panel data modelsBALTAGI, Badi H; LONG LIU.Statistics & probability letters. 2008, Vol 78, Num 18, pp 3304-3306, issn 0167-7152, 3 p.Article

A filter for confidence interval P-valuesPHIPPS, Mary C; BYRON, Peter M.Computational statistics & data analysis. 2007, Vol 51, Num 12, pp 6435-6446, issn 0167-9473, 12 p.Article

Robust tests in regression models with omnibus alternatives and bounded influenceWANG, Lan; QU, Annie.Journal of the American Statistical Association. 2007, Vol 102, Num 477, pp 347-358, issn 0162-1459, 12 p.Article

Performance of conditional Wald tests in IV regression with weak instrumentsANDREWS, Donald W. K; MOREIRA, Marcelo J; STOCK, James H et al.Journal of econometrics. 2007, Vol 139, Num 1, pp 116-132, issn 0304-4076, 17 p.Conference Paper

A conditionally distribution-free multivariate sign test for one-sided alternativesLAROCQUE, Denis; LABARRE, Mélanie.Journal of the American Statistical Association. 2004, Vol 99, Num 466, pp 499-509, issn 0162-1459, 11 p.Article

A conditional likelihood ratio test for structural modelsMOREIRA, Marcelo J.Econometrica. 2003, Vol 71, Num 4, pp 1027-1048, issn 0012-9682, 22 p.Article

How do bootstrap and permutation tests work?JANSSEN, Arnold; PAULS, Thorsten.Annals of statistics. 2003, Vol 31, Num 3, pp 768-806, issn 0090-5364, 39 p.Article

Exact and asymptotic power determination for dose-response studies with ordinal responseTANG, Man-Lai.Biometrical journal. 2002, Vol 44, Num 3, pp 273-287, issn 0323-3847, 15 p.Article