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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~isPartOf:"Journal of time series econometrics"
~type:"article"
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Monte-Carlo-Simulation
Statistischer Test
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
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cointegration
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bootstrap
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Kurozumi, Eiji
2
Amir, Abdoulkarim Ilmi
1
Ardia, David
1
Bardet, Jean-Marc
1
Becker, William
1
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1
Born, Benjamin
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1
Saltelli, Andrea
1
Sanhaji, Bilel
1
Skrobotov, Anton
1
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1
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Journal of time series econometrics
Journal of econometrics
182
Econometric reviews
72
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Econometric theory
50
The econometrics journal
48
Econometrics : open access journal
27
Applied economics letters
25
Computational economics
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Quantitative economics : QE ; journal of the Econometric Society
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of the American Statistical Association : JASA
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Applied economics
17
European journal of operational research : EJOR
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of financial econometrics
10
Oxford bulletin of economics and statistics
10
Insurance / Mathematics & economics
9
International journal of forecasting
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of applied econometrics
8
Journal of economic dynamics & control
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
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8
Risks : open access journal
8
Finance research letters
7
Journal of econometric methods
7
Statistics in transition : an international journal of the Polish Statistical Association
7
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6
Operations research
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6
The journal of computational finance
6
Journal of quantitative economics
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Journal of risk and financial management : JRFM
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Regional science & urban economics
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
5
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
6
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
7
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
8
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
9
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
10
A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.
;
Rambaccussing, Dooruj
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
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