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subject:"Scientific modelling"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Cointegration"
~subject:"Multivariate analysis"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Hypothesis testing"
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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
2
Structural break tests robust to regression misspecification
Morshed, Alaa Abi
;
Andreou, Elena
;
Boldea, Otilia
-
2016
Persistent link: https://www.econbiz.de/10011477071
Saved in:
3
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
4
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2012
Persistent link: https://www.econbiz.de/10009676141
Saved in:
5
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
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