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~person:"Bera, Anil K."
~person:"Perron, Pierre"
~subject:"Statistische Methodenlehre"
~subject:"survey"
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Bera, Anil K.
Perron, Pierre
Härdle, Wolfgang
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26
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22
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22
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20
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000124649
Saved in:
2
A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.
;
Ra, Sungsup
-
1994
Persistent link: https://www.econbiz.de/10000899057
Saved in:
3
Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.
;
Ng, Pin T.
-
1992
Persistent link: https://www.econbiz.de/10000848771
Saved in:
4
Joint tests of non-nested models and general error specifications
Bera, Anil K.
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000829592
Saved in:
5
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
;
Vogelsang, Timothy J.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831369
Saved in:
6
Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000753411
Saved in:
7
Testing for a unit root in a time series with a changing mean
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787067
Saved in:
8
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
Saved in:
9
Joint tests of non-nested models and general error specifications
Bera, Anil K.
;
McAleer, Michael
;
Pesaran, M. Hashem
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000778211
Saved in:
10
Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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