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~person:"Lieberman, Offer"
~person:"Prucha, Ingmar R."
~person:"Vogelsang, Timothy J."
~subject:"Statistical test"
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Search: subject:"Autokorrelation"
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Statistical test
Autokorrelation
39
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Lieberman, Offer
Prucha, Ingmar R.
Vogelsang, Timothy J.
Sun, Yixiao
20
Phillips, Peter C. B.
11
Hafner, Christian M.
5
Herwartz, Helmut
5
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5
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5
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4
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4
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4
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4
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4
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4
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Serial correlation robust LM type test for a shift in trend
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
30th anniversary edition
,
(pp. 97-131)
.
2012
Persistent link: https://www.econbiz.de/10009711998
Saved in:
2
Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002707940
Saved in:
3
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
4
Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
Saved in:
5
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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