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subject:"Statistical test"
~person:"Cai, Zongwu"
~person:"Gill, Len"
~person:"Hansen, Bruce E."
~subject:"Estimation theory"
~subject:"Unit root test"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
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Cai, Zongwu
Gill, Len
Hansen, Bruce E.
Phillips, Peter C. B.
45
Lee, Lung-fei
31
Sun, Yixiao
29
Baltagi, Badi H.
13
Jin, Fei
12
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11
Sul, Donggyu
11
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10
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
Stock, James H.
8
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8
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8
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7
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7
Kilian, Lutz
7
Liu, Long
7
Okui, Ryo
7
Rahbek, Anders
7
Robinson, Peter M.
7
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7
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7
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6
Giersbergen, Noud P. A. van
6
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ECONIS (ZBW)
15
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A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
2
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
3
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
Saved in:
4
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
5
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk
Hansen, Bruce E.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 3-21)
.
2014
Persistent link: https://www.econbiz.de/10010442881
Saved in:
6
Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 142-155
Persistent link: https://www.econbiz.de/10008826867
Saved in:
7
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
8
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
9
Testing for linearity
Hansen, Bruce E.
- In:
Surveys in economic dynamics
,
(pp. 47-72)
.
2000
Persistent link: https://www.econbiz.de/10001640424
Saved in:
10
Testing for linearity
Hansen, Bruce E.
-
1999
Persistent link: https://www.econbiz.de/10001409907
Saved in:
1
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