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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Order statistics: applications
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Econometric analysis of financial markets
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Growth and cycle in the Euro-zone
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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30th anniversary edition
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Applied quantitative finance
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Topology, dependency tests and estimation
bias
in network autoregressive models
Farber, Steven
;
Páez, Antonio
;
Volz, Erik
- In:
Progress in spatial analysis : methods and applications
,
(pp. 29-57)
.
2010
Persistent link: https://www.econbiz.de/10003927383
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2
Testing time series for nonlinearities : the BDS approach
Dechert, W. Davis
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 191-200)
.
1996
Persistent link: https://www.econbiz.de/10001297246
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3
Testing for two-step Granger noncausality in trivariate VAR models
Giles, Judith A.
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 371-399)
.
2002
Persistent link: https://www.econbiz.de/10001701983
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4
Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun
;
White, Halbert
- In:
Essays in honor of Jerry Hausman
,
(pp. 355-434)
.
2012
Persistent link: https://www.econbiz.de/10009709133
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5
Maximum entropy test for autoregressive models
Lee, Sangyeol
;
Park, Siyun
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 119-128)
.
2013
Persistent link: https://www.econbiz.de/10009711159
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6
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
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7
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
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8
The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak
- In:
Selected topics in applied econometrics
,
(pp. 139-147)
.
2019
Persistent link: https://www.econbiz.de/10012286977
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9
Testing for unconditional predictive ability
Clark, Todd E.
;
McCracken, Michael W.
- In:
The Oxford handbook of economic forecasting
.
2012
Persistent link: https://www.econbiz.de/10012882037
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10
Backward mean transformation in panel data with predetermined regressors
Juodis, Artūras
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 103-143)
.
2022
Persistent link: https://www.econbiz.de/10013193940
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