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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working papers in economics and econometrics"
~person:"Pesaran, M. Hashem"
~subject:"Statistischer Test"
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Time series analysis
United States
Statistischer Test
Estimation
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Börsenkurs
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1
CAPM and Fama-French Factors
1
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Pesaran, M. Hashem
Gao, Jiti
15
Linton, Oliver
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Peng, Bin
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Hyndman, Rob J.
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Li, Degui
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Martin, Gael M.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working papers in economics and econometrics
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Cambridge working papers in economics
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5
Journal of applied econometrics
5
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
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2
Small sample adjustments for the J-test
Godfrey, L. G.
;
Godfrey, L.G.
;
Pesaran, M.H.
-
1983
Persistent link: https://www.econbiz.de/10000012596
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