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~isPartOf:"Econometric theory"
~person:"Beare, Brendan K."
~person:"Harris, David"
~subject:"ARCH-Modell"
~subject:"Statistischer Test"
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Beare, Brendan K.
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Randomization tests of copula symmetry
Beare, Brendan K.
;
Seo, Juwon
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1025-1063
Persistent link: https://www.econbiz.de/10012404089
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2
Semiparametric independence testing for time series of counts and the role of the support
Harris, David
;
McCabe, Brendan Peter Martin
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280
Saved in:
3
Adaptive long memory testing under heteroskedasticity
Harris, David
;
Kew, Hsein
- In:
Econometric theory
33
(
2017
)
3
,
pp. 755-778
Persistent link: https://www.econbiz.de/10011810197
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4
Nonparametric tests of density ratio ordering
Beare, Brendan K.
;
Moon, Jong-Myun
- In:
Econometric theory
31
(
2015
)
3
,
pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
Saved in:
5
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
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