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Statistical test
Asymptotic normality
242
asymptotic normality
158
Schätztheorie
101
Estimation theory
99
Likelihood ratio test
80
likelihood ratio test
74
consistency
71
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26
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Wald test
18
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Regression analysis
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asymptotic relative efficiency
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bootstrap
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Amengual, Dante
4
Bei, Xinyue
4
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4
Boswijk, Herman Peter
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
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3
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2
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1
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1
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1
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1
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1
International journal of forecasting
1
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1
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1
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Spatial economic analysis : the journal of the Regional Studies Association
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Statistical Papers / Springer
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ECONIS (ZBW)
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Testing time series data compatibility for benchmarking
Quennevillle, Benoît
;
Gagné, Christian
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 754-766
Persistent link: https://www.econbiz.de/10010221283
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2
Bootstrap tests for time varying cointegration
Martins, Luís Filipe
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 466-483
Persistent link: https://www.econbiz.de/10012039357
Saved in:
3
Multivariate statistical process control charts based on the approximate sequential x² test
Kim, J.
;
Al-Khalifa, K. N.
;
Jeong, M. K.
;
Hamouda, A. M. S.
- In:
International journal of production research
52
(
2014
)
18
,
pp. 5514-5527
Persistent link: https://www.econbiz.de/10010419556
Saved in:
4
Dividend growth predictability and the price-dividend ratio
Piatti, Ilaria
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 130-158
Persistent link: https://www.econbiz.de/10012156570
Saved in:
5
Mediation analysis : a new test when all or some variables are categorical
He, Jiaxiu
;
Wang, Xin
;
Curry, David J.
- In:
International journal of research in marketing : IJRM ; …
34
(
2017
)
4
,
pp. 780-798
Persistent link: https://www.econbiz.de/10011792400
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6
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
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7
Nonparametric specification testing via the trinity of tests
Gupta, Abhimanyu
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10011974652
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8
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
9
Testing isotropy in spatial econometric models
Arbia, Giuseppe
;
Bee, Marco
;
Espa, Giuseppe
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 228-240
Persistent link: https://www.econbiz.de/10010202745
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10
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10010191001
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