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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Aït-Sahalia, Yacine"
~person:"Taṣpınar, Süleyman"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Sampling
Stichprobenerhebung
Schätztheorie
Statistical test
Volatilität
Estimation theory
23
Statistischer Test
9
Regional economics
4
Regionalökonomik
4
Räumliche Interaktion
4
Spatial interaction
4
Theorie
4
Theory
4
Volatility
4
LM test
3
Method of moments
3
Modellierung
3
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3
QMLE
3
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3
inference
3
robust LM test
3
Autocorrelation
2
Autokorrelation
2
Estimation
2
Experiment
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MLE
2
Market microstructure
2
Marktmikrostruktur
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Panel
2
Panel study
2
Rao's score test
2
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2
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2
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22
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Aufsatz in Zeitschrift
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23
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5
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5
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4
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4
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Aït-Sahalia, Yacine
Taṣpınar, Süleyman
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
63
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Su, Liangjun
46
Ullah, Aman
46
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Lütkepohl, Helmut
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
Hansen, Bruce E.
26
Imbens, Guido
26
Leybourne, Stephen James
26
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Journal of econometrics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometric methods
2
Regional science & urban economics
2
International regional science review : IRSR ; an international forum for economists, geographers, planners and other social scientists
1
Journal of the American Statistical Association : JASA
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
23
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1
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
2
Specification tests for spatial panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
-
2020
Persistent link: https://www.econbiz.de/10012271721
Saved in:
3
Testing impact measures in spatial autoregressive models
Arbia, Giuseppe
;
Bera, Anil K.
;
Doğan, Osman
; …
- In:
International regional science review : IRSR ; an …
43
(
2020
)
1/2
,
pp. 40-75
Persistent link: https://www.econbiz.de/10012183877
Saved in:
4
Adjustments of Rao's score test for distributional and local parametric misspecifications
Bera, Anil K.
;
Bilias, Yannis
;
Yoon, Mann J.
; …
- In:
Journal of econometric methods
9
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012197297
Saved in:
5
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
6
Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine
(
ed.
);
Lo, Andrew W.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012303793
Saved in:
7
Robust LM tests for spatial dynamic panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
- In:
Regional science & urban economics
76
(
2019
),
pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
Saved in:
8
Testing spatial dependence in spatial models with endogenous weights matrices
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012022977
Saved in:
9
Simple tests for endogeneity of spatial weights matrices
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Regional science & urban economics
69
(
2018
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012108149
Saved in:
10
Simple tests for social interaction models with network structures
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
2
,
pp. 212-246
Persistent link: https://www.econbiz.de/10011870743
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