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isPartOf:"The Manchester School"
subject:"United Kingdom"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Großbritannien"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Großbritannien
Statistischer Test
Estimation theory
169
Schätztheorie
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Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
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41
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Gao, Jiti
4
King, Maxwell L.
2
Pan, Guangming
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Peng, Bin
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Yan, Yayi
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Yang, Yanrong
2
Bhowmik, Jahar L.
1
Forbes, Catherine Scipione
1
Forchini, Giovanni
1
Guo, Meihui
1
Han, Xiao
1
Holt, Richard W. P.
1
Juodis, Artūras
1
Karavias, Yiannis
1
Lee, Kevin C.
1
Lin, Sharon X.
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Martins, Luís Filipe
1
Oka, Tatsushi
1
Perron, Pierre
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Polak, Julia
1
Poskitt, Donald Stephen
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The Manchester School
Working paper / Department of Econometrics and Business Statistics, Monash University
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
44
The econometrics journal
38
Cowles Foundation discussion paper
31
Cowles Foundation Discussion Paper
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
Econometrics : open access journal
19
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18
Oxford bulletin of economics and statistics
18
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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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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
2
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
5
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
6
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
7
A model validation procedure
Polak, Julia
;
King, Maxwell L.
;
Zhang, Xibin
-
2014
Persistent link: https://www.econbiz.de/10011780832
Saved in:
8
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
9
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
Saved in:
10
Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni
-
2006
Persistent link: https://www.econbiz.de/10003433850
Saved in:
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