Similar Search Results - EconBiz

Essays on nonstandard testing of trend functions in time series models

Sayginsoy, Ozgen - 2004

Persistent link: https://www.econbiz.de/10003551599

Testing for long memory against ESTAR nonlinearities

Kuswanto, Heri; Sibbertsen, Philipp - 2009

We develop a Wald type test to distinguish between long memory and ESTAR nonlinearity by using a directed-Wald statistic to overcome the problem of restricted parameters under the alternative. The test is derived from two basic model specifications where the first is the standard model based on...

Persistent link: https://www.econbiz.de/10003877585

Spatial autocorrelation: a statistician's reflections

Ord, John Keith - In: Perspectives on spatial data analysis, (pp. 165-180). 2010

Persistent link: https://www.econbiz.de/10003946115

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

Testing for a unit root in a stationary ESTAR process

Kiliç, Rehim - In: Econometric reviews 30 (2011) 3, pp. 274-302

Persistent link: https://www.econbiz.de/10008990439

Testing for linear autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - 1998

One puzzling behavior of asset returns for various frequencies is the often observed positive autocorrelation at lag 1 …

Persistent link: https://www.econbiz.de/10009579187

CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns

Wied, Dominik - 2011

Persistent link: https://www.econbiz.de/10009379646

The importance of using a test of weak-form market efficiency that does not require investigating the data first

Aumeboonsuke, Vesarach; Dryver, Arthur L. - In: International review of economics & finance : IREF 33 (2014), pp. 350-357

Persistent link: https://www.econbiz.de/10010532717

Statistical design of X charts for autocorrelated processes for different sample sizes

Prajapati, D. R.; Singh, Sukhraj - In: International journal of productivity and quality … 14 (2014) 4, pp. 387-407

Persistent link: https://www.econbiz.de/10011283356

Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity

Grobys, Klaus - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1189-1202

Persistent link: https://www.econbiz.de/10011304126

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