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~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"SSE EFI working paper series in economics and finance"
~isPartOf:"The econometrics journal"
~subject:"Statistischer Test"
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Search: subject_exact:"Autocorrelation"
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Statistischer Test
Autocorrelation
100
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99
Theorie
57
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57
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38
Schätztheorie
38
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36
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24
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14
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Phillips, Peter C. B.
3
Sun, Yixiao
3
Rossi, Francesca
2
Teräsvirta, Timo
2
Cho, Jin Seo
1
Dalla, Violetta
1
Demetrescu, Matei
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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CREATES research paper
Cowles Foundation discussion paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
SSE EFI working paper series in economics and finance
The econometrics journal
Journal of econometrics
21
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12
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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5
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4
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Columbia economics discussion paper series / Department of Economics, Columbia University
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Tinbergen Institute
3
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3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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2
Cambridge working papers in economics
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2
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2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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2
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2
Paradigm : the journal of Institute of Management Technology
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Reihe Ökonometrie
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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The empirical economics letters : a monthly international journal of economics
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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ECONIS (ZBW)
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
3
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
4
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
5
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
6
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
7
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
8
Misspecification tests based on quantile residuals
Kalliovirta, Leena
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
Saved in:
9
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainin
-
2003
Persistent link: https://www.econbiz.de/10001741372
Saved in:
10
A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
Saved in:
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