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Statistical test
Schätztheorie
35,931
Estimation theory
35,304
Zeitreihenanalyse
29,755
Time series analysis
28,733
Theorie
21,168
Theory
20,496
Schätzung
10,246
Estimation
10,054
Prognoseverfahren
7,318
Forecasting model
7,152
Regressionsanalyse
4,566
Regression analysis
4,539
USA
4,285
Volatilität
4,249
Volatility
4,166
United States
4,146
Nichtparametrisches Verfahren
3,955
Nonparametric statistics
3,825
Kointegration
2,798
Cointegration
2,750
ARCH-Modell
2,554
ARCH model
2,508
Börsenkurs
2,495
Share price
2,431
Statistischer Test
2,416
Kapitaleinkommen
2,390
Capital income
2,383
Panel
2,326
Panel study
2,270
Stochastischer Prozess
2,201
Konjunktur
2,181
Stochastic process
2,142
Business cycle
2,102
Bayes-Statistik
2,090
Bayesian inference
2,058
VAR-Modell
2,053
VAR model
2,018
Statistische Verteilung
1,872
Statistical distribution
1,835
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Free
1,042
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538
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1,222
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1,115
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1,059
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1,059
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695
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695
Graue Literatur
676
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676
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32
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16
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7
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English
2,321
German
14
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1
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Phillips, Peter C. B.
47
Dufour, Jean-Marie
30
Sun, Yixiao
27
Sentana, Enrique
24
Shi, Xiaoxia
22
Andrews, Donald W. K.
21
Pesaran, M. Hashem
18
Canay, Ivan A.
17
Khalaf, Lynda
17
Su, Liangjun
17
White, Halbert
17
Amengual, Dante
16
Cai, Zongwu
16
Gil-Alaña, Luis A.
16
Taylor, Robert
16
Fiorentini, Gabriele
15
Hsu, Yu-Chin
15
Baltagi, Badi H.
14
Gao, Jiti
14
Guggenberger, Patrik
14
Kao, Chihwa
14
Bera, Anil K.
13
Bugni, Federico A.
13
Chernozhukov, Victor
13
Kleibergen, Frank
13
Leybourne, Stephen James
13
Perron, Pierre
13
Werker, Bas J. M.
13
Chen, Xiaohong
12
Dette, Holger
12
Hallin, Marc
12
Jin, Sainan
12
Kristensen, Dennis
12
West, Kenneth D.
12
Xu, Ke-Li
12
Breunig, Christoph
11
Delgado, Miguel A.
11
Hong, Yongmiao
11
Sibbertsen, Philipp
11
Velasco, Carlos
11
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OECD
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Organisation for Economic Co-operation and Development
11
National Bureau of Economic Research
10
Center for Economic Research <Tilburg>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Econometrisch Instituut <Rotterdam>
2
London School of Economics and Political Science
2
Nationalekonomiska Institutionen <Lund>
2
University of California, San Diego / Department of Economics
2
Virginia Polytechnic Institute and State University / Department of Economics
2
World Health Organization
2
Centre for Analytical Finance <Århus>
1
Centre for Quantitative Economics & Computing
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
Rutgers University / Department of Economics
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
School of Economics, Mathematics and Statistics <London>
1
Social Systems Research Institute
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Svenska Handelshögskolan <Helsinki>
1
Südafrikanische Union / Department of Agriculture
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
University of Southampton / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Università di Bologna / Dipartimento di Scienze Economiche
1
Universität Bremen
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
187
Econometric reviews
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Economics letters
66
Econometric theory
62
CEMMAP working papers / Centre for Microdata Methods and Practice
45
The econometrics journal
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Cowles Foundation discussion paper
32
Cowles Foundation Discussion Paper
28
Applied economics letters
20
Econometrics : open access journal
20
Quantitative economics : QE ; journal of the Econometric Society
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
CREATES research paper
18
Discussion paper / Tinbergen Institute
18
Economic modelling
18
International journal of forecasting
18
Working paper
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Discussion paper / Center for Economic Research, Tilburg University
16
Journal of the American Statistical Association : JASA
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Cambridge working papers in economics
15
Discussion papers of interdisciplinary research project 373
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Oxford bulletin of economics and statistics
14
CEMFI working paper
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of financial econometrics
13
Journal of time series econometrics
13
Journal of applied econometrics
12
SFB 649 discussion paper
12
Computational economics
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Applied economics
10
Discussion paper
10
Discussion paper series / IZA
10
NBER Working Paper
10
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ECONIS (ZBW)
2,337
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1
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
Saved in:
2
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
3
Testing for long memory in the Indian stock market
Tripathy, Nalini Prava
- In:
The journal of prediction markets
9
(
2015
)
3
,
pp. 23-39
Persistent link: https://www.econbiz.de/10011547160
Saved in:
4
Zeitreihenanalyse
für Zähldaten : eine Untersuchung ganzzahliger Autoregressiver-Moving-Average-Prozesse
Jung, Robert
-
1999
Persistent link: https://www.econbiz.de/10001406290
Saved in:
5
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
6
Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze
;
Ling, Shiqing
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
8
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
9
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
Saved in:
10
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
-
2008
Persistent link: https://www.econbiz.de/10003936768
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