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type_genre:"Bibliography included"
type_genre:"Survey"
~subject:"Statistical test"
~subject:"Ökonometrisches Modell"
~type_genre:"Book section"
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Statistical test
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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2
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2
30th anniversary edition
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Advances in spatial econometrics : methodology, tools and applications
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Advances in tourism economics : new developments
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Anonymisierung wirtschaftsstatistischer Einzeldaten : Beiträge zum Workshop am 20./21. März 2003 in Tübingen
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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International series in quantitative marketing : ISQM
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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Stochastic methods in reliability and risk management : [... selected from the presentations given the 7th International Conference on Mathematical Methods in Reliability (MMR2011) held in Beijing, China, June 20 - 24, 2011]
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1
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
2
Various asymptotic distributions of the error-components test for cross-sectional correlation
Sin, Chor-yiu
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 145-175)
.
2022
Persistent link: https://www.econbiz.de/10013193945
Saved in:
3
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
4
Robust counterparts of two independent samples t and one-way ANOVA tests : Welch and Brown-Forsythe tests
Tüzüntürk, Selim
-
2021
Persistent link: https://www.econbiz.de/10012939429
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5
A general class of tests for testing homogeneity of location parameters against ordered alternatives
Goyal, Manish
;
Kumar, Narinder
- In:
Logistics, supply chain and financial predictive …
,
(pp. 163-182)
.
2019
Persistent link: https://www.econbiz.de/10011980429
Saved in:
6
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
Saved in:
7
Predictive testing for Granger causality via posterior simulation and cross-validation
Cornwall, Gary J.
;
Mills, Jeffrey Alan
;
Sauley, Beau A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012244159
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8
Structural behavioral economics
Della Vigna, Stefano
-
2018
Persistent link: https://www.econbiz.de/10011925908
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9
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
Saved in:
10
An alternative to p-values in hypothesis testing with applications in model selection of stock price data
Tran, Hien D.
;
Nguyen, Son P.
;
Le, Hoa T.
;
Pham, Uyen H.
- In:
Robustness in econometrics
,
(pp. 305-319)
.
2017
Persistent link: https://www.econbiz.de/10011801354
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