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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"Cointegration"
~subject:"Stochastic process"
~subject:"Theory"
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Cointegration
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Statistischer Test
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Journal of econometrics
150
Economics letters
88
Econometric reviews
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Econometric theory
62
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Applied economics letters
33
The econometrics journal
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
CEMMAP working papers / Centre for Microdata Methods and Practice
28
International journal of forecasting
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25
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Journal of the American Statistical Association : JASA
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Discussion papers of interdisciplinary research project 373
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Discussion paper series / IZA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Center for Economic Research, Tilburg University
18
SFB 649 discussion paper
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Oxford bulletin of economics and statistics
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A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
-
2013
Persistent link: https://www.econbiz.de/10009776171
Saved in:
2
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793510
Saved in:
3
Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip
-
2013
Persistent link: https://www.econbiz.de/10009793512
Saved in:
4
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
-
2013
Persistent link: https://www.econbiz.de/10009716299
Saved in:
5
CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379646
Saved in:
6
Testing semiparametric hypotheses in locally stationary processes
Preuß, Philip
;
Vetter, Mathias
;
Dette, Holger
-
2011
Persistent link: https://www.econbiz.de/10009153837
Saved in:
7
A fluctuation test for constant Spearman’s rho
Wied, Dominik
;
Dehling, Herold
;
Kampen, Maarten van
; …
-
2011
Persistent link: https://www.econbiz.de/10009155239
Saved in:
8
A new online-test for changes in correlations between assets
Arnold, Matthias
;
Bissantz, Nicolai
;
Wied, Dominik
; …
-
2010
Persistent link: https://www.econbiz.de/10008839855
Saved in:
9
Fixed, random, or something in between? : a variant of HAUSMAN’s specification test for panel data estimators
Frondel, Manuel
;
Vance, Colin
-
2010
Persistent link: https://www.econbiz.de/10008839892
Saved in:
10
A fluctuation test for constant correlation
Wied, Dominik
;
Arnold, Matthias
-
2009
Persistent link: https://www.econbiz.de/10008811389
Saved in:
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