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Robust tests for white noise and cross-correlation
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2020
Commonly used tests to assess evidence for the absence of autocorrelation in a univariate time series or serial cross …
Persistent link: https://www.econbiz.de/10012243279
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003489441
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Local polynomial regressions versus OLS for generating location value estimates : which is more efficient in out-of-sample forecasts?
Cohen, Jeffrey P.; Coughlin, Cletus Charles; Clapp, John M. - 2015
Persistent link: https://www.econbiz.de/10011346780
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Nonparametric instrumental variable estimation of binary response models
Centorrino, Samuele; Florens, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10011313859
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Quasi-experimental identification and estimation in the regression kink design
Card, David E.; Lee, David S.; Pei, Zhuan - 2010
Persistent link: https://www.econbiz.de/10010466971
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Migration and regional trade agreement : a (new) gravity estimation
Figueiredo, Erik; Lima, Luiz Renato; Orefice, Gianluca - 2014
Persistent link: https://www.econbiz.de/10010418890
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Estimating deterministically time-varying variances in regression models
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10002808192
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Ordered response models
Boes, Stefan (contributor); Winkelmann, Rainer (contributor) - 2005
We discuss regression models for ordered responses, such as ratings of bonds, schooling attainment, or measures of subjective well-being. Commonly used models in this context are the ordered logit and ordered probit regression models. They are based on an underlying latent model with single...
Persistent link: https://www.econbiz.de/10002746134
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Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - 2021
Persistent link: https://www.econbiz.de/10012616204