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~subject:"Stochastic process"
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Stochastic process
Statistischer Test
6,668
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Linton, Oliver
17
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10
McAleer, Michael
10
Su, Chi-Wei
8
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7
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6
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6
Maasoumi, Esfandiar
6
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5
Taylor, Robert
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4
Duclos, Jean-Yves
4
Kaplan, David M.
4
Kobayashi, Masahito
4
Lee, Sokbae
4
Linton, Oliver B.
4
Whang, Yoon-Jae
4
Arvanitis, Stelios
3
Christensen, Kim
3
Chu, Hsiao-ping
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Gao, Jiti
3
Gill, Len
3
Holmes, Mark J.
3
Huang, Jian
3
Lima, Luiz Renato
3
Manresa, Elena
3
McKenzie, Colin
3
Otero, Jesús G.
3
Panagiōtidēs, Theodōros
3
Peñaranda, Francisco
3
Sentana, Enrique
3
Skrobotov, Anton
3
Song, Kyungchul
3
Tauchen, George Eugene
3
Thyrsgaard, Martin
3
Todorov, Viktor
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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1
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1
University of Queensland / School of Economics
1
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Journal of econometrics
22
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10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
5
Economics letters
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper series / Department of Economics, University of Missouri-Columbia
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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
3
Econometrics : open access journal
3
The empirical economics letters : a monthly international journal of economics
3
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2
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2
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2
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2
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2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics
2
International journal of production research
2
Journal of applied econometrics
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
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2
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2
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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The econometrics journal
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ECONIS (ZBW)
278
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1
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:
2
A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000826504
Saved in:
3
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:
4
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
Saved in:
5
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
(
contributor
);
Kilian, Lutz
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001397820
Saved in:
6
Regimewechselmodelle : mit einer empirischen Untersuchung von Wechselkursen im Europäischen Währungssystem
Knüpling, Frieder
-
1999
Persistent link: https://www.econbiz.de/10001399040
Saved in:
7
Change point analysis of a Gaussian model
Chen, Jie
;
Gupta, Arjun K.
- In:
Statistical papers
40
(
1999
)
3
,
pp. 323-333
Persistent link: https://www.econbiz.de/10001401146
Saved in:
8
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
Caner, Mehmet
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001404606
Saved in:
9
Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence
Hill, Jonathan B.
-
1999
Persistent link: https://www.econbiz.de/10001409630
Saved in:
10
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
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