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subject:"Structural break"
~isPartOf:"Econometric theory"
~isPartOf:"International journal of forecasting"
~isPartOf:"Oxford bulletin of economics and statistics"
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Search: subject_exact:"Hypothesis testing"
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Structural break
Theory
Statistical test
185
Statistischer Test
185
Theorie
96
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55
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55
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51
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Armstrong, Jon Scott
3
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3
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2
Beare, Brendan K.
2
Breitung, Jörg
2
Chen, Bin
2
Corradi, Valentina
2
Deo, Rohit S.
2
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2
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2
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2
Kurozumi, Eiji
2
Lobato, Ignacio N.
2
Nabeya, Seiji
2
Shi, Xiaoxia
2
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2
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2
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Econometric theory
International journal of forecasting
Oxford bulletin of economics and statistics
Journal of econometrics
140
Economics letters
88
Econometric reviews
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
The econometrics journal
31
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29
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18
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IHS economics series : working paper
11
International journal of production research
11
Macroeconomic dynamics
11
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81
A simple test of normality for time series
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometric theory
20
(
2004
)
4
,
pp. 671-689
Persistent link: https://www.econbiz.de/10002163046
Saved in:
82
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
Saved in:
83
Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han
;
Preston, Bruce
;
Shum, Matthew
- In:
Econometric theory
19
(
2003
)
6
,
pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
Saved in:
84
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 891-906
Persistent link: https://www.econbiz.de/10001860218
Saved in:
85
Statistically significant forecasting improvements : how much out-of-sample data is likely necessary?
Ashley, Richard A.
- In:
International journal of forecasting
19
(
2003
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001764887
Saved in:
86
On the asymptotic power of the variance ratio test
Deo, Rohit S.
;
Richardson, Matthew
- In:
Econometric theory
19
(
2003
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10001743397
Saved in:
87
On the properties of some tests for common stochastic trends
Breitung, Jörg
;
Trenkler, Carsten
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1336-1349
Persistent link: https://www.econbiz.de/10001716898
Saved in:
88
Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
Saved in:
89
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:
90
Optimal minimax rates for nonparametric specification testing in regression models
Guerre, Emmanuel
;
Lavergne, Pascal
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1139-1171
Persistent link: https://www.econbiz.de/10001702336
Saved in:
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