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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~subject:"Statistischer Test"
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Statistischer Test
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Khalaf, Lynda
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Journal of econometrics
Journal of economic behavior & organization : JEBO
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
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ECONIS (ZBW)
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1
A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael
;
Walter, Ronja
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 188-194
Persistent link: https://www.econbiz.de/10003945547
Saved in:
2
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
3
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
Saved in:
4
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
5
Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
Rosen, Adam M.
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 107-117
Persistent link: https://www.econbiz.de/10003778226
Saved in:
6
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
7
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Caner, Mehmet
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10003425500
Saved in:
8
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
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9
EL inference for partially identified models : large deviations optimality and bootstrap validity
Canay, Ivan A.
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10008648802
Saved in:
10
Testing the correlated random coefficient model
Heckman, James J.
;
Schmierer, Daniel
;
Urzua, Sergio
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 177-203
Persistent link: https://www.econbiz.de/10008839973
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