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~isPartOf:"CREATES research paper"
~isPartOf:"SSE EFI working paper series in economics and finance"
~isPartOf:"The econometrics journal"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Search: subject_exact:"Autocorrelation"
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Monte-Carlo-Simulation
Statistischer Test
Autocorrelation
30
Autokorrelation
29
Estimation theory
14
Schätztheorie
14
Theorie
13
Theory
13
Time series analysis
8
Zeitreihenanalyse
8
Einheitswurzeltest
7
Statistical test
7
Unit root test
7
Regression analysis
4
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4
Heteroscedasticity
3
Heteroskedastizität
3
Monte Carlo simulation
3
Räumliche Interaktion
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3
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2
ARCH-Modell
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Bootstrap approach
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Bootstrap-Verfahren
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Panel
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Panel study
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Regional economics
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Regionalökonomik
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local to unity
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Aggregation
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Autoregression
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Autoregressive approximation
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Binding function
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Sun, Yixiao
2
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1
Guo, Gangzheng
1
Hafner, Christian M.
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1
Kao, Chihwa
1
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1
Krämer, Walter
1
Liu, Long
1
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1
Robinson, Peter M.
1
Rossi, Francesca
1
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1
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1
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1
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CREATES research paper
SSE EFI working paper series in economics and finance
The econometrics journal
Journal of econometrics
21
Econometric reviews
14
Econometric theory
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics letters
7
Economics letters
7
Regional science & urban economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
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3
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of forecasting
3
Journal of regional science
3
Applied financial economics
2
Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic surveys
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Paradigm : the journal of Institute of Management Technology
2
Statistics in transition : an international journal of the Polish Statistical Association
2
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
2
The empirical economics letters : a monthly international journal of economics
2
The journal of prediction markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
Cambridge-INET working papers
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
6
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Saved in:
7
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:
8
Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian
;
Krämer, Walter
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 406-417
Persistent link: https://www.econbiz.de/10003209171
Saved in:
9
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
10
Spurious periodic autoregressions
Proietti, Tommaso
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
Saved in:
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