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~isPartOf:"CREATES research paper"
~subject:"CAPM"
~subject:"Statistical test"
~subject:"Theorie"
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Search: subject_exact:"Distribution-free statistics"
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CAPM
Statistical test
Theorie
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation theory
19
Schätztheorie
19
Time series analysis
10
Zeitreihenanalyse
10
Statistischer Test
7
Theory
7
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Stochastic process
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Stochastischer Prozess
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1990-2008
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Aktienindex
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Induktive Statistik
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Innovationsdiffusion
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Kapitaleinkommen
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Lagrange multiplier testing principle
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English
13
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Cattaneo, Matias D.
3
Crump, Richard K.
3
Jansson, Michael
3
Kristensen, Dennis
3
Ang, Andrew
1
Barndorff-Nielsen, Ole E.
1
Bollerslev, Tim
1
Ergemen, Yunus Emre
1
Gørgens, Tue
1
Iacone, Fabrizio
1
Nielsen, Frank
1
Nielsen, Morten Ørregaard
1
Rasmussen, Torben B.
1
Taylor, Robert
1
Todorov, Viktor
1
Velsaco, Carlos
1
Veraart, Almut E. D.
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Würtz, Allan H.
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CREATES research paper
Journal of econometrics
180
CEMMAP working papers / Centre for Microdata Methods and Practice
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric theory
73
SFB 649 discussion paper
57
Econometric reviews
53
Economics letters
49
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion paper series / IZA
40
Discussion paper / Tinbergen Institute
36
The econometrics journal
34
Cowles Foundation discussion paper
32
Discussion paper / Center for Economic Research, Tilburg University
32
Journal of the American Statistical Association : JASA
32
Cowles Foundation Discussion Paper
29
Discussion papers of interdisciplinary research project 373
29
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of productivity analysis
25
European journal of operational research : EJOR
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
CoFE discussion papers
21
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
21
IZA Discussion Paper
21
Applied economics letters
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NBER Working Paper
20
Applied economics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
17
Economic modelling
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Quantitative economics : QE ; journal of the Econometric Society
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
American journal of agricultural economics
16
Insurance / Mathematics & economics
16
International journal of forecasting
16
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
14
Econometrics : open access journal
14
Econometrics papers
14
Journal of applied econometrics
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ECONIS (ZBW)
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velsaco, Carlos
-
2015
Persistent link: https://www.econbiz.de/10011327715
Saved in:
3
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
4
Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2011
Persistent link: https://www.econbiz.de/10008986686
Saved in:
5
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
7
Jump testing and the speed of market adjustment
Rasmussen, Torben B.
-
2009
Persistent link: https://www.econbiz.de/10003849503
Saved in:
8
Testing conditional factor models
Kristensen, Dennis
;
Ang, Andrew
-
2009
Persistent link: https://www.econbiz.de/10003849517
Saved in:
9
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
10
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
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