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subject:"Statistical test"
~person:"Cai, Zongwu"
~person:"Hansen, Bruce E."
~person:"Lobato, Ignacio N."
~subject:"Nonlinear regression"
~subject:"Schätzung"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Nonlinear regression
Schätzung
Autocorrelation
18
Autokorrelation
18
Statistischer Test
11
Theorie
9
Theory
9
Estimation theory
8
Schätztheorie
8
Regression analysis
6
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6
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5
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1956-1999
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15
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Cai, Zongwu
Hansen, Bruce E.
Lobato, Ignacio N.
Sun, Yixiao
20
Teräsvirta, Timo
18
Phillips, Peter C. B.
13
Blasques, Francisco
9
Lee, Lung-fei
9
Franses, Philip Hans
8
Kapetanios, George
8
Lindenberg, Nannette
8
Westermann, Frank
8
Koopman, Siem Jan
7
Chang, Tsangyao
6
Lucas, André
6
Yang, Jing
6
Yu, Jihai
6
Bohl, Martin T.
5
Giovanis, Eleftherios
5
Hafner, Christian M.
5
He, Changli
5
Herwartz, Helmut
5
Jin, Fei
5
Kang, Jian
5
Lanne, Markku
5
Le Gallo, Julie
5
Mertens, Elmar
5
Pitarakis, Jean-Yves
5
Titman, Sheridan
5
Vogelsang, Timothy J.
5
Wang, Ko
5
Werker, Bas J. M.
5
Arduini, Tiziano
4
Baltagi, Badi H.
4
Clark, Todd E.
4
Dhrymes, Phoebus J.
4
Dijk, Dick van
4
Drost, Feike C.
4
Dufour, Jean-Marie
4
Fernandes, Marcelo
4
Fuhrer, Jeffrey C.
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Working papers series in theoretical and applied economics
2
Econometric theory
1
Essays in honor of Peter C. B. Phillips
1
International economic review
1
Journal of econometrics
1
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Surveys in economic dynamics
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ECONIS (ZBW)
15
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1
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
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:
3
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:
4
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:
5
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
6
An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos
;
Lobato, Ignacio N.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
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
Testing for nonlinear autoregression
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 164-173
Persistent link: https://www.econbiz.de/10001728892
Saved in:
9
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
Saved in:
10
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:
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