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~subject:"Statistischer Test"
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Statistischer Test
Cointegration
31
Statistical test
23
Theorie
22
Theory
22
Kointegration
18
Time series analysis
16
Zeitreihenanalyse
16
Estimation theory
15
Schätztheorie
15
Structural break
15
Einheitswurzeltest
14
Unit root test
14
Strukturbruch
13
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Regression analysis
8
Regressionsanalyse
8
Bias
7
Estimation
7
Panel
7
Panel study
7
Schätzung
7
Systematischer Fehler
7
AIC
5
BIC
5
LM test
5
locally best test
5
structural change
5
unit root
5
Bubbles
4
Börsenkurs
4
Cp
4
Economic indicator
4
KPSS test
4
Leads-and-lags regression
4
Oil price
4
Panel data
4
Russia
4
Russland
4
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16
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7
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7
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7
Graue Literatur
6
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English
23
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Kurozumi, Eiji
21
Hadri, Kaddour
3
Arai, Yoichi
2
Skrobotov, Anton
2
Tuvaandorj, Purevdorj
2
Yamamoto, Yohei
2
Yamazaki, Daisuke
2
Arezki, Rabah
1
D'Haultfœuille, Xavier
1
Dufour, Jean-Marie
1
Jiang, Peiyun
1
Rao, Yao
1
Tayanagi, Toshikazu
1
Trognon, Alain
1
Yamamoto, Taku
1
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Discussion papers / Graduate School of Economics, Hitotsubashi University
5
Econometric reviews
5
Hitotsubashi journal of economics
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
1
Economics letters
1
Global COE Hi-Stat discussion paper series
1
Journal of econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
The Manchester School
1
The econometrics journal
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ECONIS (ZBW)
23
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1
Construction of stationarity tests with less size distortions
Kurozumi, Eiji
- In:
Hitotsubashi journal of economics
50
(
2009
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10003869253
Saved in:
2
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
-
2012
Persistent link: https://www.econbiz.de/10009532158
Saved in:
3
Monitoring parameter constancy with endogenous regressors
Kurozumi, Eiji
-
2016
Persistent link: https://www.econbiz.de/10011549135
Saved in:
4
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
5
Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10002693262
Saved in:
6
Testing for periodoc stationary
Kurozumi, Eiji
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 243-270
Persistent link: https://www.econbiz.de/10001704809
Saved in:
7
Testing for stationarity with a break
Kurozumi, Eiji
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10001656581
Saved in:
8
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
9
Testing for null hypothesis of cointegration with a structural break
Arai, Yoichi
;
Kurozumi, Eiji
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 705-739
Persistent link: https://www.econbiz.de/10003605823
Saved in:
10
Test for the null hypothesis of cointegration with reduced size distortion
Kurozumi, Eiji
(
contributor
);
Arai, Yoichi
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387665
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