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Testing for Superiority among Two Time Series

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  • Hira Koul
  • Fang Li

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  • Hira Koul & Fang Li, 2005. "Testing for Superiority among Two Time Series," Statistical Inference for Stochastic Processes, Springer, vol. 8(2), pages 109-135, September.
    • Handle: RePEc:spr:sistpr:v:8:y:2005:i:2:p:109-135
    DOI: 10.1007/s11203-003-8475-y
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    References listed on IDEAS

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    1. Scheike, Thomas H., 2000. "Comparison of non-parametric regression functions through their cumulatives," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 21-32, January.
    2. D'Andrade, Kendall, 1992. "The End of an Era," Business Ethics Quarterly, Cambridge University Press, vol. 2(3), pages 379-389, July.
    3. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    4. Delgado, Miguel A., 1993. "Testing the equality of nonparametric regression curves," Statistics & Probability Letters, Elsevier, vol. 17(3), pages 199-204, June.
    5. King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E., 1991. "Testing the equality of two regression curves using linear smoothers," Statistics & Probability Letters, Elsevier, vol. 12(3), pages 239-247, September.
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    Cited by:

    1. Weale, Martin & Wieladek, Tomasz, 2022. "Financial effects of QE and conventional monetary policy compared," Journal of International Money and Finance, Elsevier, vol. 127(C).

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