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~subject:"Statistischer Test"
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Statistischer Test
Autokorrelation
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Sun, Yixiao
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Chang, Tsangyao
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Dhrymes, Phoebus J.
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Drost, Feike C.
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Hansen, Bruce E.
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Jin, Sainan
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Rossi, Francesca
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Lee, Lung-fei
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Pacurar, Maria
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Psaradakis, Zacharias G.
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Savin, N. Eugene
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Sayginsoy, Özgen
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Akker, Ramon van den
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Astill, Sam
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Bin, Peng
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Born, Benjamin
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Breitung, Jörg
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Cai, Zongwu
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Chasco Yrigoyen, Coro
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Chen, Yi-ting
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Journal of econometrics
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ECONIS (ZBW)
234
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1
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
2
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
3
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Saved in:
4
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
5
Using bivariate autoregressive representations in testing exact expectations relations
Lévy, Emile
;
Nobay, A. Robert
-
1987
Persistent link: https://www.econbiz.de/10000766182
Saved in:
6
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
7
Shortcomings of tests for autocorrelation
Zaman, Asad
-
1994
Persistent link: https://www.econbiz.de/10000148803
Saved in:
8
Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de
;
MacNeill, Ian B.
-
1994
Persistent link: https://www.econbiz.de/10000151697
Saved in:
9
Testing for autocorrelation and model specification with the IAS-system : (final report)
Sonnberger, Harald
-
Institut für Höhere Studien
-
1983
Persistent link: https://www.econbiz.de/10000166107
Saved in:
10
A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.
;
Deadman, Derek F.
;
Clark, F.
-
1997
Persistent link: https://www.econbiz.de/10000654971
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