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isPartOf:"Econometric theory"
~subject:"ARCH-Modell"
~subject:"Unit root test"
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ARCH-Modell
Unit root test
Nichtparametrisches Verfahren
168
Nonparametric statistics
168
Estimation theory
103
Schätztheorie
103
Theorie
64
Theory
64
Regression analysis
44
Regressionsanalyse
44
Time series analysis
27
Zeitreihenanalyse
27
Statistical test
22
Statistischer Test
22
Cointegration
9
Kointegration
9
Stochastic process
9
Stochastischer Prozess
9
Estimation
8
Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
Causality analysis
7
IV-Schätzung
7
Induktive Statistik
7
Instrumental variables
7
Kausalanalyse
7
Method of moments
7
Modellierung
7
Momentenmethode
7
Scientific modelling
7
Statistical inference
7
Volatility
6
Volatilität
6
ARCH model
5
Bootstrap approach
5
Bootstrap-Verfahren
5
Einheitswurzeltest
5
Panel
4
Panel study
4
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Bandi, Federico M.
1
Barrio Castro, Tomás del
1
Burridge, Peter
1
Carroll, Raymond J.
1
Corradi, Valentina
1
Duffy, James A.
1
Feng, Yuanhua
1
García, Ana
1
Guerre, Emmanuel
1
Härdle, Wolfgang
1
Kim, Woocheol
1
Linton, Oliver
1
Liu, Rong
1
Mammen, Enno
1
Nielsen, Morten Ørregaard
1
Rodrigues, Paulo M. M.
1
Sansó, Andreu
1
Su, Liangjun
1
Taylor, Robert
1
Ullah, Aman
1
Yang, Lijian
1
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Econometric theory
Journal of econometrics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The econometrics journal
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper series / LSE Financial Markets Group
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
IHS economics series : working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Discussion papers of interdisciplinary research project 373
4
Economic modelling
4
Economics letters
4
Reihe Ökonomie
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
Cambridge working papers in economics
3
Cambridge-INET working papers
3
CoFE discussion papers
3
Cowles Foundation discussion paper
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Research paper series / Swiss Finance Institute
3
Applied economics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Econometric Institute research papers
2
Energy economics
2
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of financial econometrics
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Quantitative finance and economics
2
Queen's Economics Department working paper
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
2
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
3
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
4
Nonparametric nonstationarity tests
Bandi, Federico M.
;
Corradi, Valentina
- In:
Econometric theory
30
(
2014
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Saved in:
5
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
6
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
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7
A generalization of the Burridge-Guerre nonparametric root test
García, Ana
;
Sansó, Andreu
- In:
Econometric theory
22
(
2006
)
4
,
pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
Saved in:
8
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
9
The live method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
Saved in:
10
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Econometric theory
18
(
2002
)
4
,
pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
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