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~isPartOf:"The econometrics journal"
~subject:"Cointegration"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Significance test"
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Cointegration
Theory
Zeitreihenanalyse
Statistical test
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Statistischer Test
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36
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27
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Orme, Chris D.
2
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1
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1
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The econometrics journal
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170
Economics letters
93
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83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometric theory
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
52
Applied economics letters
34
International journal of forecasting
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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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
Oracle and adaptive false discovery rate controlling methods for one‐sided testing : theory and application in treatment effect evaluation
Gu, Jiaying
;
Shen, Shu
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 11-35
Persistent link: https://www.econbiz.de/10012166593
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
Lagrange multiplier type tests for slope homogeneity in panel data models
Breitung, Jörg
;
Roling, Christoph
;
Salish, Nazarii
- In:
The econometrics journal
19
(
2016
)
2
,
pp. 166-202
Persistent link: https://www.econbiz.de/10011712179
Saved in:
10
Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
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