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1
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
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2
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
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3
A mollifier approach to the deconvolution of probability densities
Hohage, Thorsten
;
Maréchal, Pierre
;
Simar, Léopold
; …
- In:
Econometric theory
40
(
2024
)
2
,
pp. 320-359
Persistent link: https://www.econbiz.de/10014485250
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4
On the law of large numbers for (geometrically) ergodic Markov chains
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometric theory
23
(
2007
)
4
,
pp. 761-766
Persistent link: https://www.econbiz.de/10003549613
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5
Writing "the probability approach" with nowhere to go : Haavelmo in the United States, 1939 - 1944
Bjerkholt, Olav
- In:
Econometric theory
23
(
2007
)
5
,
pp. 775-837
Persistent link: https://www.econbiz.de/10003549627
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6
Smoothed empirical likelihood methods for quantile regression models
Whang, Yoon-jae
- In:
Econometric theory
22
(
2006
)
2
,
pp. 173-205
Persistent link: https://www.econbiz.de/10003301225
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7
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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8
Bayesian econometrics : the first twenty years
Qin, Duo
- In:
Econometric theory
12
(
1996
)
3
,
pp. 500-516
Persistent link: https://www.econbiz.de/10001207531
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9
Generalized empirical likelihood-based model selection criteria for moment condition models
Hong, Han
;
Preston, Bruce
;
Shum, Matthew
- In:
Econometric theory
19
(
2003
)
6
,
pp. 923-943
Persistent link: https://www.econbiz.de/10001818910
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10
On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de
- In:
Econometric theory
10
(
1994
)
1
,
pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
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