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~isPartOf:"Journal of econometrics"
~person:"Werker, Bas J. M."
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Search: subject:"Ranking"
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Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Ranking method
2
Ranking-Verfahren
2
Statistical test
2
Statistischer Test
2
Cointegration
1
Cointegration model
1
Cointegration rank
1
Elliptical densities
1
Error-correction model
1
Estimation theory
1
Forecasting model
1
Kointegration
1
LABF
1
Lagrange multiplier test
1
Limit experiment
1
Local asymptotic Brownian functional
1
Local asymptotic mixed normality
1
Local asymptotic normality
1
Maximal invariant
1
Multivariate ranks
1
Predictive regression
1
Prognoseverfahren
1
Quasi-likelihood procedures
1
Rank statistics
1
Rank tests
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Regression analysis
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Regressionsanalyse
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Schätztheorie
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Semiparametric efficiency
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Statistical theory
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Statistische Methodenlehre
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Werker, Bas J. M.
Hallin, Marc
2
Han, Fang
2
Akker, Ramon van den
1
Andrade, Philippe
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Bai, Jushan
1
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1
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Journal of econometrics
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
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2
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
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