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The theory and applications of uncertainty
Alghalith, Moawia (contributor) - 2010
Persistent link: https://www.econbiz.de/10003965359
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Un modèle graphique pour la sélection de variables qualitatives
Falguerolles, Antoine de - In: Revue de statistique appliquée 41 (1993) 2, pp. 23-41
Persistent link: https://www.econbiz.de/10001157912
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Graphical methods for testing the quality of several correlated variances
Cohen, Ayala - In: The statistician : journal of the Institute of Statisticians 39 (1990) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10001085554
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Port security/safety, risk analysis, and modeling
Altiok, Tayfur (contributor) - 2011
Persistent link: https://www.econbiz.de/10009273075
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Hypothesis testing with near-unit roots : the case of long-run purchasing-power parity
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 75 (1993) 4, pp. 37-48
Persistent link: https://www.econbiz.de/10001160347
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - In: Journal of econometrics 221 (2021) 1, pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
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Zum Informationsgehalt der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG
Schöne, André - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 62 (2010) 6, pp. 625-661
Persistent link: https://www.econbiz.de/10008650560
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Granger causality and path diagrams for multivariate time series
Eichler, Michael - In: Journal of econometrics 137 (2007) 2, pp. 334-353
Persistent link: https://www.econbiz.de/10003441751
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637