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~isPartOf:"The econometrics journal"
~subject:"Cointegration"
~subject:"Momentenmethode"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Significance test"
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Cointegration
Momentenmethode
Statistical distribution
Zeitreihenanalyse
Statistical test
73
Statistischer Test
73
Estimation theory
36
Schätztheorie
36
Theorie
27
Theory
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Nichtparametrisches Verfahren
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Saikkonen, Pentti
2
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Cheng, Xu
1
Choi, In
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Delgado, Miguel A.
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Kurozumi, Eiji
1
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Lin, Juan
1
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Orme, Chris D.
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Osbat, Chiara
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Perron, Pierre
1
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Ponomareva, Maria
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Qu, Zhongjun
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Sarafidis, Vasilis
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Shi, Xiaoxia
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Sun, Yixiao
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Wang, Xiaohu
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The econometrics journal
Journal of econometrics
119
Econometric reviews
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
47
Econometric theory
43
Cowles Foundation discussion paper
22
Applied economics letters
20
Discussion paper / Tinbergen Institute
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
CREATES research paper
19
Cowles Foundation Discussion Paper
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International journal of forecasting
18
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Oxford bulletin of economics and statistics
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14
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14
SFB 649 discussion paper
14
Journal of applied econometrics
13
Journal of time series econometrics
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11
Discussion paper / Center for Economic Research, Tilburg University
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IHS economics series : working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Macroeconomic dynamics
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Journal of the American Statistical Association : JASA
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Journal of financial econometrics
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Journal of forecasting
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Reihe Ökonomie
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Cambridge working papers in economics
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Computational economics
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
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1
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
2
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
3
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
4
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
5
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
6
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
7
Model-selection tests for conditional moment restriction models
Hsu, Yu-Chin
;
Shi, Xiaoxia
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 52-85
Persistent link: https://www.econbiz.de/10011719965
Saved in:
8
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
9
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
10
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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