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~isPartOf:"CREATES research paper"
~subject:"Fractional integration"
~subject:"Statistical test"
~subject:"Theory"
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Search: subject_exact:"Distribution-free statistics"
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Fractional integration
Statistical test
Theory
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation theory
19
Schätztheorie
19
Time series analysis
10
Zeitreihenanalyse
10
Statistischer Test
7
Theorie
7
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
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2
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2
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2
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2
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2
1990-2008
1
Aktienindex
1
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1
Börsenkurs
1
Capital income
1
Cointegration
1
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1
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1
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1
Finanzkrise
1
Induktive Statistik
1
Innovation diffusion
1
Innovationsdiffusion
1
Kapitaleinkommen
1
Kointegration
1
Korrelation
1
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.
1
Würtz, Allan H.
1
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CREATES research paper
Journal of econometrics
176
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
CEMMAP working papers / Centre for Microdata Methods and Practice
79
Econometric theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
SFB 649 discussion paper
54
Econometric reviews
51
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
48
Economics letters
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Journal of productivity analysis
25
European journal of operational research : EJOR
23
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
20
NBER Working Paper
20
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
American journal of agricultural economics
16
Applied economics
16
Economic modelling
16
Insurance / Mathematics & economics
16
International journal of forecasting
16
Quantitative economics : QE ; journal of the Econometric Society
15
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
14
Econometrics : open access journal
14
Journal of applied econometrics
14
Working paper
14
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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
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
6
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
7
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:
8
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
9
Jump testing and the speed of market adjustment
Rasmussen, Torben B.
-
2009
Persistent link: https://www.econbiz.de/10003849503
Saved in:
10
Testing conditional factor models
Kristensen, Dennis
;
Ang, Andrew
-
2009
Persistent link: https://www.econbiz.de/10003849517
Saved in:
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