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isPartOf:"The Manchester School"
subject:"United Kingdom"
~isPartOf:"Journal of time series econometrics"
~subject:"Großbritannien"
~subject:"Statistischer Test"
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Großbritannien
Statistischer Test
Estimation theory
66
Schätztheorie
66
Time series analysis
39
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39
Statistical test
11
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10
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10
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9
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cointegration
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bootstrap
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Kurozumi, Eiji
2
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1
Bardet, Jean-Marc
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1
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1
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1
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1
Dola, Béchir
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The Manchester School
Journal of time series econometrics
Journal of econometrics
158
Econometric reviews
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Econometric theory
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The econometrics journal
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Cowles Foundation discussion paper
31
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
Econometrics : open access journal
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Discussion paper / Tinbergen Institute
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Oxford bulletin of economics and statistics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics letters
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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
16
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Journal of applied econometrics
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Discussion papers of interdisciplinary research project 373
13
Journal of the American Statistical Association : JASA
13
CREATES research paper
12
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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OECD Guidelines for the Testing of Chemicals, Section 2
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Cambridge working papers in economics
10
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10
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of financial econometrics
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
3
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
4
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
5
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
6
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
7
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
8
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
Saved in:
9
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
10
Testing for parameter constancy using chebyshev time polynomials
Martins, Luís Filipe
- In:
The Manchester School
81
(
2013
)
4
,
pp. 586-598
Persistent link: https://www.econbiz.de/10009783951
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