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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~subject:"Prognoseverfahren"
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Probability theory
Statistische Methodenlehre
Prognoseverfahren
Estimation theory
723
Schätztheorie
723
Theorie
284
Theory
284
Time series analysis
159
Zeitreihenanalyse
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Statistical test
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Zheng, John Xu
3
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2
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Andersen, Torben
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Bao, Yong
1
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Econometric theory
Journal of econometrics
127
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Journal of forecasting
72
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
Economics letters
61
Discussion paper / Tinbergen Institute
49
Econometric reviews
47
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Discussion paper / Center for Economic Research, Tilburg University
24
Insurance / Mathematics & economics
22
European journal of operational research : EJOR
20
NBER Working Paper
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Statistics in transition : an international journal of the Polish Statistical Association
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Discussion paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
18
Technical working paper / National Bureau of Economic Research
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The econometrics journal
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Report / Econometric Institute, Erasmus University Rotterdam
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Europäische Hochschulschriften / 5
16
Journal of quantitative economics : official journal of the Indian Econometric Society
16
Working paper
16
CORE discussion paper : DP
14
International economic review
14
NBER technical working paper series
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Journal of empirical finance
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Computational economics
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Cowles Foundation discussion paper
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Finance research letters
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Journal of applied econometrics
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Astin bulletin : the journal of the International Actuarial Association
11
Order statistics: applications
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Risks : open access journal
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Umeå economic studies
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Working papers / Rutgers University, Department of Economics
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
4
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
Saved in:
5
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
6
A general class of non-nested test statistics for models defined through moment restrictions
Parente, Paulo M. D. C.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011950988
Saved in:
7
Estimation for the prediction of point processes with many covariates
Sancetta, Alessio
- In:
Econometric theory
34
(
2018
)
3
,
pp. 598-627
Persistent link: https://www.econbiz.de/10011951015
Saved in:
8
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
Saved in:
9
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
Saved in:
10
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
Saved in:
11
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
12
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
13
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
14
Structural change tests based on implied probabilities for gel criteria
Guay, Alain
;
Lamarche, Jean-François
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1186-1228
Persistent link: https://www.econbiz.de/10009743176
Saved in:
15
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
Saved in:
16
The asymptotic distribution of the LIML estimators in a partially identified structural equation
Forchini, Giovanni
- In:
Econometric theory
26
(
2010
)
3
,
pp. 917-930
Persistent link: https://www.econbiz.de/10003992441
Saved in:
17
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
Saved in:
18
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
19
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Saved in:
20
Prediction and signal extraction of strongly dependent processes in the frequency domain
Hidalgo, Javier
;
Yajima, Yasutoshi
- In:
Econometric theory
18
(
2002
)
3
,
pp. 584-624
Persistent link: https://www.econbiz.de/10001673367
Saved in:
21
Least absolute deviations regression under nonstandard conditions
Rogers, Alan J.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 820-852
Persistent link: https://www.econbiz.de/10001606804
Saved in:
22
Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-ming
- In:
Econometric theory
16
(
2000
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
Saved in:
23
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
24
Nonparametric significance testing
Lavergne, Pascal
;
Vuong, Quang H.
- In:
Econometric theory
16
(
2000
)
4
,
pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
Saved in:
25
A consistent test of conditional parametric distributions
Zheng, John Xu
- In:
Econometric theory
16
(
2000
)
5
,
pp. 667-691
Persistent link: https://www.econbiz.de/10001533167
Saved in:
26
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
Saved in:
27
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
28
Consistent specification testing for conditional symmetry
Zheng, John Xu
- In:
Econometric theory
14
(
1998
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
Saved in:
29
A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu
- In:
Econometric theory
14
(
1998
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001238032
Saved in:
30
A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae
- In:
Econometric theory
14
(
1998
)
1
,
pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
Saved in:
31
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
Saved in:
32
Comovements between diffusion processes : characterization, estimation, and testing
Corradi, Valentina
- In:
Econometric theory
13
(
1997
)
5
,
pp. 646-666
Persistent link: https://www.econbiz.de/10001232223
Saved in:
33
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
Saved in:
34
Gaussian estimation of a continuous time dynamic model with common stochastic trends
Simos, Theodore
- In:
Econometric theory
12
(
1996
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001205638
Saved in:
35
The encompassing principle and hypothesis testing
Lu, Maozu
- In:
Econometric theory
12
(
1996
)
5
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001214298
Saved in:
36
On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de
- In:
Econometric theory
10
(
1994
)
1
,
pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
Saved in:
37
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
Saved in:
38
On testing for the constancy of regression coefficients under random walk and change-point alternatives
Jandhyala, V. K.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 501-517
Persistent link: https://www.econbiz.de/10001137697
Saved in:
39
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
Saved in:
40
Stochastic expansions and asymptotic approximations
Magdalinos, Michael A.
- In:
Econometric theory
8
(
1992
)
3
,
pp. 343-367
Persistent link: https://www.econbiz.de/10001137719
Saved in:
41
Partially adaptive estimation of regression models via the generalized t distribution
McDonald, James B.
- In:
Econometric theory
4
(
1988
)
3
,
pp. 428-457
Persistent link: https://www.econbiz.de/10001074423
Saved in:
42
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
Heijmans, Risto D. H.
- In:
Econometric theory
2
(
1986
)
3
,
pp. 374-412
Persistent link: https://www.econbiz.de/10001072739
Saved in:
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