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isPartOf:"Econometric theory"
type_genre:"Article in journal"
~subject:"Statistischer Test"
~type_genre:"Conference proceedings"
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Statistischer Test
Estimation theory
723
Schätztheorie
723
Theorie
285
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285
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
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Guggenberger, Patrik
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Econometric theory
Journal of econometrics
148
Econometric reviews
56
Economics letters
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
The econometrics journal
36
Econometrics : open access journal
19
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18
Applied economics letters
14
Economic modelling
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of the American Statistical Association : JASA
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of time series econometrics
10
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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7
Oxford bulletin of economics and statistics
7
Cambridge working papers in economics
6
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6
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6
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5
Insurance / Mathematics & economics
5
International journal of forecasting
5
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5
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5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Journal of empirical finance
4
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4
Regional science & urban economics
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Spatial economic analysis : the journal of the Regional Studies Association
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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The review of economic studies : RES
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Finance research letters
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Jahrbücher für Nationalökonomie und Statistik
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21
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
22
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik
;
Krämer, Walter
;
Dehling, Herold
- In:
Econometric theory
28
(
2012
)
3
,
pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
Saved in:
23
Specification test for missing functional data
Bugni, Federico A.
- In:
Econometric theory
28
(
2012
)
5
,
pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
Saved in:
24
On the asymptotic size distortion of tests when instruments locally violate the exogeneity assumption
Guggenberger, Patrik
- In:
Econometric theory
28
(
2012
)
2
,
pp. 387-421
Persistent link: https://www.econbiz.de/10009520937
Saved in:
25
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
26
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
Saved in:
27
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
28
Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
Saved in:
29
General specification testing with locally misspecified models
Bera, Anil K.
;
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1838-1845
Persistent link: https://www.econbiz.de/10008738321
Saved in:
30
Testing for exogeneity in threshold models
Kapetanios, George
- In:
Econometric theory
26
(
2010
)
1
,
pp. 231-259
Persistent link: https://www.econbiz.de/10003968571
Saved in:
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