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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Risks : open access journal"
~person:"Hall, Alastair R."
~subject:"Einheitswurzeltest"
~subject:"Method of moments"
~subject:"Prognoseverfahren"
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Probability theory
Statistische Methodenlehre
Einheitswurzeltest
Method of moments
Prognoseverfahren
Estimation theory
2
Momentenmethode
2
Schätztheorie
2
Autocorrelation
1
Autokorrelation
1
Correlation
1
Heteroscedasticity
1
Heteroskedastizität
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Statistical test
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Statistischer Test
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Hall, Alastair R.
Cavaliere, Giuseppe
3
Lee, Lung-fei
3
Smith, Richard J.
3
Taylor, Robert
3
Zheng, John Xu
3
Andrews, Donald W. K.
2
Chen, Xiaohong
2
Fan, Yanqin
2
Georgiev, Iliyan
2
Guay, Alain
2
Guggenberger, Patrik
2
Harvey, David I.
2
Inoue, Atsushi
2
Jong, Robert M. de
2
Kasparis, Ioannis
2
Leybourne, Stephen James
2
Linton, Oliver
2
Newey, Whitney K.
2
Phillips, Peter C. B.
2
Sperlich, Stefan
2
White, Halbert
2
Anatolyev, Stanislav
1
Andersen, Torben
1
Bao, Yong
1
Barigou, Karim
1
Bates, Charles E.
1
Bera, Anil K.
1
Bierens, Herman J.
1
Breitung, Jörg
1
Bun, Maurice J. G.
1
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1
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1
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1
Camponovo, Lorenzo
1
Chan, Ngai Hang
1
Chen, Haiqiang
1
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1
Christoffersen, Peter F.
1
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Econometric theory
Risks : open access journal
Economics discussion paper series : EDP
5
Journal of econometrics
3
Econometric reviews
2
International economic review
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Advanced texts in econometrics
1
Cahier / Département de Sciences Économiques, Université de Montréal
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Discussion paper series
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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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
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2
Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.
;
Inoue, Atsushi
;
Peixe, Fernanda P. M.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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