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isPartOf:"The review of economics and statistics"
type:"article"
~isPartOf:"Economic modelling"
~language:"eng"
~subject:"Statistical test"
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Statistical test
Estimation theory
286
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286
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138
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138
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75
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74
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48
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Raïssi, Hamdi
2
Wu, Jianhong
2
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1
Camacho, Maximo
1
Di Iorio, Francesca
1
Hill, Jonathan B.
1
Hirukawa, Junichi
1
Karul, Cagin
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Kim, Jae H.
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The review of economics and statistics
Economic modelling
Journal of econometrics
148
Econometric reviews
56
Economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Econometric theory
42
The econometrics journal
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Econometrics : open access journal
19
Quantitative economics : QE ; journal of the Econometric Society
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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
13
Journal of the American Statistical Association : JASA
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of time series econometrics
10
Journal of financial econometrics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of applied econometrics
7
Oxford bulletin of economics and statistics
7
Computational economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Applied economics
5
European journal of operational research : EJOR
5
Insurance / Mathematics & economics
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International journal of forecasting
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5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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4
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4
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Regional science & urban economics
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Spatial economic analysis : the journal of the Regional Studies Association
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
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The review of economic studies
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The review of economic studies : RES
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Finance research letters
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Jahrbücher für Nationalökonomie und Statistik
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Journal of financial economics
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Statistical papers
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
2
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
3
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
4
Moment-based tests for random effects in the two-way error component model with unbalanced panels
Wu, Jianhong
;
Li, Guodong
;
Xia, Qiang
- In:
Economic modelling
74
(
2018
),
pp. 61-76
Persistent link: https://www.econbiz.de/10012101312
Saved in:
5
Testing normality for unconditionally heteroscedastic macroeconomic variables
Raïssi, Hamdi
- In:
Economic modelling
70
(
2018
),
pp. 140-146
Persistent link: https://www.econbiz.de/10012027822
Saved in:
6
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
7
Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
Pouliot, William
- In:
Economic modelling
58
(
2016
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011647526
Saved in:
8
Robust random effects tests for two-way error component models with panel data
Wu, Jianhong
- In:
Economic modelling
59
(
2016
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011647588
Saved in:
9
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
10
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic modelling
33
(
2013
),
pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
Saved in:
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