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subject:"Theorie"
~isPartOf:"Computational economics"
~isPartOf:"The econometrics journal"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Signifikanztest"
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Theorie
Zeitreihenanalyse
Statistical test
87
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Orme, Chris D.
2
Saikkonen, Pentti
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1
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87
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
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73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
International journal of forecasting
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ECONIS (ZBW)
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1
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
2
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
3
Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki
;
Ota, Yasushi
- In:
Computational economics
57
(
2021
)
4
,
pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270
Saved in:
4
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
5
A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del
;
Llorente, Guillermo
;
Rivero, Carlos
- In:
Computational economics
56
(
2020
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
Saved in:
6
Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method
Vezeris, D. Th.
;
Schinas, C. J.
;
Kyrgos, Th. S.
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 975-1054
Persistent link: https://www.econbiz.de/10012390502
Saved in:
7
Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.
;
Llorente, G.
;
Rivero, C.
- In:
Computational economics
54
(
2019
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
Saved in:
8
A practical approach to testing calibration strategies
Cao, Yongquan
;
Gordon, Grey
- In:
Computational economics
53
(
2019
)
3
,
pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
Saved in:
9
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
10
Oracle and adaptive false discovery rate controlling methods for one‐sided testing : theory and application in treatment effect evaluation
Gu, Jiaying
;
Shen, Shu
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 11-35
Persistent link: https://www.econbiz.de/10012166593
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