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Statistischer Test
Schätztheorie
35,894
Estimation theory
35,267
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17,416
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15,792
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11,820
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42
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24
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22
Shi, Xiaoxia
22
Sun, Yixiao
20
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17
Amengual, Dante
16
Cai, Zongwu
16
Khalaf, Lynda
16
Saikkonen, Pentti
16
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15
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15
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15
Baltagi, Badi H.
14
Fiorentini, Gabriele
14
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14
Kao, Chihwa
14
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14
Wagner, Martin
14
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13
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13
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13
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12
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12
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Chen, Xiaohong
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Journal of econometrics
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Econometric reviews
65
Economics letters
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Econometric theory
47
CEMMAP working papers / Centre for Microdata Methods and Practice
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The econometrics journal
41
Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Cowles Foundation Discussion Paper
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Applied economics letters
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Quantitative economics : QE ; journal of the Econometric Society
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper / Tinbergen Institute
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEMFI working paper
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Discussion paper
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Journal of applied econometrics
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OECD Guidelines for the Testing of Chemicals, Section 2
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics
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ECONIS (ZBW)
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EconStor
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1
More powerful
cointegration
tests with non-normal errors
Lee, Hyejin
;
Lee, Junsoo
;
Im, KyungSo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
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2
A covariate residual-based
cointegration
test applied to the CDS-bond basis
Game, Aaron
;
Wu, Jason
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 163-192
Persistent link: https://www.econbiz.de/10010225442
Saved in:
3
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
5
Testing for linearity in regressions with I(1) processes
Arai, Yoichi
- In:
Hitotsubashi journal of economics
57
(
2016
)
1
,
pp. 111-138
Persistent link: https://www.econbiz.de/10011522367
Saved in:
6
Testing for multicointegration
Engsted, Tom
;
Gonzalo, Jesús
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000956058
Saved in:
7
Semiparametric cointegrating rank selection
Cheng, Xu
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767412
Saved in:
8
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
Saved in:
9
Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan
;
Cho, Sinsup
;
Ahn, Sung K.
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
4
,
pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
Saved in:
10
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
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