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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Finance research letters"
~isPartOf:"Risks : open access journal"
~person:"Duffy, James A."
~person:"Fan, Yanqin"
~subject:"Einheitswurzeltest"
~subject:"Prognoseverfahren"
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Probability theory
Statistische Methodenlehre
Einheitswurzeltest
Prognoseverfahren
Estimation theory
6
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Nichtparametrisches Verfahren
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Duffy, James A.
Fan, Yanqin
Cavaliere, Giuseppe
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Econometric theory
Finance research letters
Risks : open access journal
Cowles Foundation discussion paper
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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
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Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
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2
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
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3
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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