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subject:"Statistical test"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~subject:"Bootstrap approach"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Bootstrap approach
Unit root test
Zeitreihenanalyse
Autocorrelation
161
Autokorrelation
161
Estimation theory
89
Schätztheorie
89
Theorie
57
Theory
57
Time series analysis
47
Räumliche Interaktion
27
Spatial interaction
27
Maximum likelihood estimation
24
Maximum-Likelihood-Schätzung
24
Method of moments
24
Momentenmethode
24
Regional economics
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Statistischer Test
24
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21
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Panel study
21
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20
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17
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Nichtparametrisches Verfahren
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Phillips, Peter C. B.
16
Sun, Yixiao
7
Magdalinos, Tassos
4
Andrews, Donald W. K.
3
Lieberman, Offer
3
Chang, Yoosoon
2
Chen, Rong
2
Gospodinov, Nikolaj
2
Guggenberger, Patrik
2
Johansen, Søren
2
Park, Joon Y.
2
Rossi, Francesca
2
Teräsvirta, Timo
2
Tsay, Ruey S.
2
Xiao, Han
2
Abadir, Karim Maher
1
Andreou, Elena
1
Bauwens, Luc
1
Bec, Frédérique
1
Blasques, Francisco
1
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1
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1
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1
Chan, Ngai Hang
1
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1
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1
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1
Chong, Terence Tai-Leung
1
Dalla, Violetta
1
Davis, Richard A.
1
Distaso, Walter
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Du, Lingjie
1
Dueker, Michael
1
Dufour, Jean-Marie
1
Escanciano, J. Carlos
1
Farhat, Abdeljelil
1
Galvão Júnior, Antônio Fialho
1
Gao, Yan
1
Gençay, Ramazan
1
Giersbergen, Noud P. A. van
1
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Cowles Foundation discussion paper
Journal of econometrics
Econometric reviews
31
Econometric theory
28
Economics letters
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Discussion paper / Tinbergen Institute
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Applied economics letters
19
The econometrics journal
19
International journal of forecasting
18
Journal of forecasting
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
CREATES research paper
10
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10
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9
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8
Cowles Foundation Discussion Paper
8
SSE EFI working paper series in economics and finance
8
CESifo working papers
7
Discussion papers in economics
7
Economic modelling
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of applied econometrics
7
Journal of empirical finance
7
Cambridge working papers in economics
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The empirical economics letters : a monthly international journal of economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Discussion papers of interdisciplinary research project 373
5
Econometric Institute research papers
5
Econometrics : open access journal
5
Economics discussion papers
5
Journal of financial econometrics
5
Oxford bulletin of economics and statistics
5
Regional science & urban economics
5
Applied financial economics
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
77
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
3
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
4
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
5
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
6
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
7
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Saved in:
8
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
9
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
10
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
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