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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Statistical test"
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Statistical test
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Gao, Jiti
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Pan, Guangming
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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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
Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni
-
2006
Persistent link: https://www.econbiz.de/10003433850
Saved in:
10
Parameter estimation in semi-linear models using a maximal invariant likelihood function
Bhowmik, Jahar L.
;
King, Maxwell L.
-
2005
Persistent link: https://www.econbiz.de/10003048197
Saved in:
11
Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen
;
Skeels, Christopher L.
-
2004
Persistent link: https://www.econbiz.de/10002474716
Saved in:
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