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Year of publication
Subject
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Statistischer Test 6,798 Statistical test 6,733 Theorie 3,070 Theory 3,065 Schätztheorie 1,968 Estimation theory 1,961 Schätzung 1,160 Estimation 1,154 Zeitreihenanalyse 1,090 Time series analysis 1,081 Regressionsanalyse 659 Regression analysis 655 Nichtparametrisches Verfahren 629 Nonparametric statistics 629 Forecasting model 591 Prognoseverfahren 591 Bootstrap approach 528 Bootstrap-Verfahren 528 Statistical theory 517 Statistische Methodenlehre 517 Panel 403 Panel study 403 USA 385 United States 383 Statistical distribution 362 Statistische Verteilung 362 Monte-Carlo-Simulation 356 Monte Carlo simulation 354 Cointegration 334 Kointegration 334 Einheitswurzeltest 313 Unit root test 313 Stochastic process 296 Stochastischer Prozess 296 Causality analysis 268 Kausalanalyse 268 Strukturbruch 262 Structural break 261 Sampling 244 Stichprobenerhebung 244
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Online availability
All
Free 2,811 Undetermined 1,312 CC license 47
Type of publication
All
Book / Working Paper 3,655 Article 3,173 Journal 1
Type of publication (narrower categories)
All
Article in journal 2,912 Aufsatz in Zeitschrift 2,912 Working Paper 1,964 Arbeitspapier 1,962 Graue Literatur 1,915 Non-commercial literature 1,915 Aufsatz im Buch 195 Book section 195 Hochschulschrift 131 Thesis 104 Collection of articles written by one author 32 Sammlung 32 Collection of articles of several authors 18 Sammelwerk 18 Forschungsbericht 17 Systematic review 15 Übersichtsarbeit 15 Conference paper 13 Konferenzbeitrag 13 Lehrbuch 11 Textbook 10 Dissertation u.a. Prüfungsschriften 9 Aufsatzsammlung 8 Bibliografie enthalten 8 Bibliography included 8 Mikroform 6 Case study 5 Fallstudie 5 Konferenzschrift 5 Article 3 Conference proceedings 3 Elektronischer Datenträger 3 Reprint 3 Bibliografie 2 CD-ROM, DVD 2 Einführung 2 Handbook 2 Handbuch 2 Nachschlagewerk 2 Reference book 2
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Language
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English 6,623 German 162 Undetermined 30 French 6 Polish 4 Czech 1 Finnish 1 Portuguese 1 Spanish 1 Swedish 1
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Author
All
Phillips, Peter C. B. 79 Pesaran, M. Hashem 69 Dufour, Jean-Marie 53 Shaikh, Azeem M. 49 Andrews, Donald W. K. 45 Wolf, Michael 45 Bera, Anil K. 37 Khalaf, Lynda 37 McCracken, Michael W. 36 Minford, Patrick 36 Sun, Yixiao 36 Romano, Joseph P. 35 Chang, Tsangyao 34 Rossi, Barbara 33 Dette, Holger 32 Canay, Ivan A. 31 Perron, Pierre 30 Sentana, Enrique 30 Whang, Yoon-jae 30 Baltagi, Badi H. 29 Otsu, Taisuke 29 Taylor, Robert 29 Gao, Jiti 28 Moreira, Marcelo J. 28 Wied, Dominik 28 Brodeur, Abel 27 Linton, Oliver 27 Clark, Todd E. 26 McAleer, Michael 26 Shi, Xiaoxia 26 White, Halbert 26 Chernozhukov, Victor 25 Leybourne, Stephen James 25 Saikkonen, Pentti 25 Bugni, Federico A. 24 Härdle, Wolfgang 24 Su, Liangjun 24 Kurozumi, Eiji 23 Lee, Sokbae 23 Shi, Shuping 23
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Institution
All
OECD 110 Organisation for Economic Co-operation and Development 68 National Bureau of Economic Research 58 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 36 Center for Economic Research <Tilburg> 8 Centre for Analytical Finance <Århus> 8 Ekonomiska forskningsinstitutet <Stockholm> 6 International Monetary Fund (IMF) 6 Brown University / Department of Economics 5 Columbia University / Department of Economics 5 European Commission / Joint Research Centre 5 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 4 Econometrisch Instituut <Rotterdam> 4 Lunds Universitet / Nationalekonomiska Institutionen 4 University of Cambridge / Department of Applied Economics 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 European University Institute / Department of Economics 3 Gottfried Wilhelm Leibniz Universität Hannover 3 Institut for Nationaløkonomi <Kopenhagen> 3 Johns Hopkins University / Department of Economics 3 London School of Economics and Political Science 3 Queen Mary College / Department of Economics 3 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 3 Universitat Pompeu Fabra / Departament d'Economia i Empresa 3 University of California Davis / Department of Economics 3 University of Cambridge / Faculty of Economics 3 Université de Montréal / Département de sciences économiques 3 Virginia Polytechnic Institute and State University / Department of Economics 3 Elinkeinoelämän Tutkimuslaitos 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 Forschungsinstitut zur Zukunft der Arbeit 2 Institute for Fiscal Studies 2 Jingji-Yanjiusuo <Taipeh> 2 McMaster University / Department of Economics 2 Rutgers University / Department of Economics 2 School of Economics <Hobart, Tasmanien> 2 Social Systems Research Institute 2 Springer Fachmedien Wiesbaden 2 State University of New York at Albany / Department of Economics 2 Südafrikanische Union / Department of Agriculture 2
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Published in...
All
Journal of econometrics 340 Economics letters 171 Econometric reviews 137 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 132 Econometric theory 124 CEMMAP working papers / Centre for Microdata Methods and Practice 94 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 77 The econometrics journal 74 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 67 Applied economics letters 66 Cowles Foundation discussion paper 60 NBER Working Paper 52 Cowles Foundation Discussion Paper 51 Working paper 47 Discussion paper series / IZA 46 NBER working paper series 46 Discussion paper / Tinbergen Institute 45 Journal of applied econometrics 45 Applied economics 44 Discussion paper / Centre for Economic Policy Research 44 OECD Guidelines for the Testing of Chemicals, Section 2 44 OECD Guidelines for the Testing of Chemicals, Section 4 44 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 43 Journal of the American Statistical Association : JASA 41 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 40 Discussion papers of interdisciplinary research project 373 36 International journal of forecasting 36 Working paper / National Bureau of Economic Research, Inc. 35 CREATES research paper 33 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 31 Econometrics : open access journal 31 IZA Discussion Paper 31 Oxford bulletin of economics and statistics 31 CESifo working papers 30 Discussion paper / Center for Economic Research, Tilburg University 30 Quantitative economics : QE ; journal of the Econometric Society 28 Journal of banking & finance 26 Working paper / Department of Econometrics and Business Statistics, Monash University 26 Cambridge working papers in economics 25 Economic modelling 25
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Source
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ECONIS (ZBW) 6,766 USB Cologne (EcoSocSci) 33 RePEc 24 EconStor 5 BASE 1
Showing 1 - 50 of 6,829
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Double robust inference for continuous updating GMM
Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327
We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...
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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
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Nonparametric inference for a triangular system of equations for quantile regression
Kim, Yubin; Lee, Sungwon - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 1-28
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Valid heteroskedasticity robust testing
Pötscher, Benedikt M.; Preinerstorfer, David - 2025
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Under the null of valid specification, pre-tests cannot make post-test inference liberal
Chaisemartin, Clément de; D'Haultfœuille, Xavier - 2025
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Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
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Robust inference in instrumental variable models
Klooster, Jens - 2025
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Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien; Rodrigues, Paulo M. M.; Sibbertsen, Philipp - 2025
This paper focuses on the estimation and testing of multiple breaks that occur at unknown dates in multivariate long memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating the breaks in the parameters and in the covariance of...
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A novel approach to predictive accuracy testing in nested environments
Pitarakis, Jean-Yves - 2025
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Testing for threshold effects in the presence of heteroskedasticity and measurement error with an application to Italian strikes
Angelini, Francesco; Castellani, Massimiliano; … - 2025
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An IID test for functional time series with applications to high-frequency VIX index data
Huang, Xin; Shang, Han Lin; Siu, Tak Kuen - In: Risks : open access journal 13 (2025) 2, pp. 1-25
To address a key issue in functional time series analysis on testing the randomness of an observed series, we propose an IID test for functional time series by generalizing the Brock-Dechert-Scheinkman (BDS) test, which is commonly used for testing nonlinear independence. Similarly to the BDS...
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Power to the researchers : calculating power after estimation
Tian, Jiarui; Coupé, Tom; Khatua, Sayak; Reed, W. Robert; … - In: Review of development economics : an essential resource … 29 (2025) 1, pp. 324-358
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Spatial unit roots in regressions : a practitioner’s guide and a stata package
Becker, Sascha O.; Boll, P. David; Voth, Hans-Joachim - 2025
Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in Müller and Watson (2024) to test for and correct for spatial unit roots. We also introduce a suite of Stata commands (-spur-) implementing these techniques. Our commands exactly...
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Quantile-based test for heterogeneous treatment effects
Chung, EunYi; Olivares, Mauricio - 2025
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Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - 2025
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A test for instrumental variable validity using a correlation restriction
Dzhumashev, Ratbek; Tursunalieva, Ainura - 2025
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Three-sided testing to establish practical significance : a tutorial
Isager, Peder; Fitzgerald, Jack - 2024
Researchers may want to know whether an observed statistical relationship is either meaningfully negative, meaningfully positive, or small enough to be considered practically equivalent to zero. Such a question can not be addressed with standard null hypothesis significance testing, nor with...
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A random forests-based hedonic price model accounting for spatial autocorrelation
Tepe, Emre - In: Journal of geographical systems : geographical … 26 (2024) 4, pp. 511-540
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Investor sentiment or information content? : a simple test for investor sentiment proxies
Lee, Geul; Ryu, Doojin - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-25
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Testing for Granger causality in heterogeneous panels with cross-sectional dependence
Nazlıoğlu, Şaban; Karul, Cagin - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1541-1579
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Validating the rapid validity testing concept across regions
Peña Häufler, Birgit; Globocnik, Dietfried; Salomo, Sören - In: Creativity and innovation management 33 (2024) 4, pp. 620-638
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MITICA experimental testing : loading test
Gkoktsi, Kyriaki (contributor); Tirelli, Daniel (contributor) - Europäische Kommission / Gemeinsame Forschungsstelle - 2024
This report is part of the 2-year exploratory research project MITICA (MonItoring Transport Infrastructures with Connected and Automated vehicles). It presents the experimental loading testing undertaken on the Reinforced Concrete (RC) platform that represents the full-scale bridge-like...
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Using predictive methods to assess observation and measure importance
Briggs, William - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 354-365
Purpose - This study aims to find suitable replacements for hypothesis testing and variable-importance measures. Design/methodology/approach - This study explores under-used predictive methods. Findings - The study's hypothesis testing can and should be replaced by predictive methods. It is the...
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A hypothesis test for the long-term calibration in rating systems with overlapping time windows
Kurth, Patrick; Nendel, Max; Streicher, Jan - In: Risks : open access journal 12 (2024) 8, pp. 1-28
We present a statistical test for the long-term calibration in rating systems that can deal with overlapping time windows as required by the guidelines of the European Banking Authority (EBA), which apply to major financial institutions in the European System. In accordance with regulation,...
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Heckman sample selection estimators under heteroskedasticity
Carlson, Alyssa; Zhao, Wei - 2024
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The statistical tool used in the EU to estimate fair import prices, under scrutiny : the case of underpriced textile and footwear imports from China
Prodromίdis, Prόdromos K.; Lappas, Pantelis Z. - 2024
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A hotelling spatial scan statistic for functional data : application to economic and climate data
Smida, Zaineb; Laurent, Thibault; Cucala, Lionel - 2024
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P-hacking and significance stars
Naguib, Costanza - 2024
In mid-2016, all journals of the American Economic Association (AEA) stopped including significance stars in their regression tables. This policy aimed to reduce the emphasis on statistical significance and shift focus toward the broader economic importance of research findings. This study...
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Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Chen, Xiaohong; Lee, Sokbae; Seo, Myung Hwan; Song, … - 2024
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information about which conditioning instruments are weak or...
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Does the fiscal theory of the price level explain US postwar behaviour?
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2024
We implement a quantitative empirical test of the fiscal theory of the price level (FTPL) model via indirect inference, comparing it to a standard New Keynesian model. The FTPL alternative creates a serious instability problem because it triggers a 'doom loop'in which inflation pushes up...
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A basic asymptotic test for value-at-risk subadditivity
Hofert, Marius - In: Risks : open access journal 12 (2024) 12, pp. 1-12
An asymptotic hypothesis test for value-at-risk subadditivity is introduced and studied. The test is derived based on an equivalent formulation of the value-at-risk subadditivity inequality in terms of the distribution of the underlying risks' sum. Its size is considered mathematically, and its...
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Predictable by construction : assessing forecast directional accuracy of temporal aggregates
McCarthy, Martin; Snudden, Stephen - 2024 - Updated: November 2024
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Consistent distribution-free affine-invariant tests for the validity of independent component models
Hallin, Marc; Meintanis, Simos G.; Nordhausen, Klaus - 2024
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Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens; Zhelonkin, Mikhail - In: Journal of applied econometrics 39 (2024) 1, pp. 86-106
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Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine; McNeil, Alexander J. - In: Risks : open access journal 12 (2024) 1, pp. 1-15
Under the revised market risk framework of the Basel Committee on Banking Supervision, the model validation regime for internal models now requires that models capture the tail risk in profit-and-loss (P&L) distributions at the trading desk level. We develop multi-desk backtests, which...
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Do pre-registration and pre-analysis plans reduce p-hacking and publication bias? : evidence from 15,992 test statistics and suggestions for improvement
Brodeur, Abel; Cook, Nikolai; Hartley, Jonathan S.; … - 2024
Pre-registration is regarded as an important contributor to research credibility. We investigate this by analyzing the pattern of test statistics from the universe of randomized controlled trials (RCT) studies published in 15 leading economics journals. We draw two conclusions: (a)...
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A robust permutation test for subvector inference in linear regressions
D'Haultfœuille, Xavier; Tuvaandorj, Purevdorj - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 27-87
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test is asymptotically of correct level, consistent, and has power against local alternatives when the...
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Difficulties in testing for capital overaccumulation
Kocherlakota, Narayana Rao - In: Quantitative economics : QE ; journal of the … 15 (2024) 1, pp. 89-114
This paper reconsiders the question of testing for the presence of Pareto suboptimal capital overaccumulation in overlapping generations economies. The paper allows generation‐specific technology shocks to evolve over time according to a stationary Markov chain, and assumes that an...
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Comparing multivariate distributions : a novel approach using optimal transport-based plots
Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2024
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A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman; Baker, Paul L.; Platanakis, … - In: International journal of forecasting 40 (2024) 3, pp. 881-902
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Powerful t-tests in the presence of nonclassical measurement error
Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378
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Testing with vectors of statistics : revisiting combined hypothesis tests with an application to specification testing
Bjerkander, Lena S.; Dovern, Jonas; Manner, Hans - 2024
We review tests of null hypotheses that consist of many subsidiary null hypotheses, including tests that have not received much attention in the econometrics literature. We study test performance in the context of specification testing for linear regressions based on a Monte Carlo study....
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On testing for bubbles during hyperinflations
Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37
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A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man - In: Journal of financial econometrics 22 (2024) 1, pp. 157-186
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Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of financial econometrics 22 (2024) 2, pp. 407-460
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A novel test for the presence of local explosive dynamics
Blasques, Francisco; Koopman, Siem Jan; Mingoli, Gabriele; … - 2024
In economics and finance, speculative bubbles take the form of locally explosive dynamics that eventually collapse. We propose a test for the presence of speculative bubbles in the context of mixed causal-noncausal autoregressive processes. The test exploits the fact that bubbles are...
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Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models
Lu, Wanbo; Huang, Guanglin; Boudt, Kris - 2024
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Locally robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - In: Quantitative economics : QE ; journal of the … 15 (2024) 2, pp. 523-570
All parameters in structural vector autoregressive (SVAR) models are locally identified when the structural shocks are independent and follow non-Gaussian distributions. Unfortunately, standard inference methods that exploit such features of the data for identification fail to yield correct...
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Testing firm conduct
Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606
Evaluating policy in imperfectly competitive markets requires understanding firm behavior. While researchers test conduct via model selection and assessment, we present the advantages of Rivers and Vuong (2002) (RV) model selection under misspecification. However, degeneracy of RV invalidates...
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Bonferroni type tests for return predictability and the initial condition
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 499-515
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