//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Scientific modelling"
~isPartOf:"Journal of time series econometrics"
~subject:"Time series analysis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Hypothesis testing"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Scientific modelling
Time series analysis
Statistical test
17
Statistischer Test
17
Zeitreihenanalyse
12
Estimation theory
10
Schätztheorie
10
Theorie
7
Theory
7
Cointegration
3
Einheitswurzeltest
3
Kointegration
3
Structural break
3
Strukturbruch
3
Unit root test
3
Autocorrelation
2
Autokorrelation
2
Nichtlineare Regression
2
Nonlinear regression
2
Regression analysis
2
Regressionsanalyse
2
Stochastic process
2
Stochastischer Prozess
2
cointegration
2
structural break
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bartlett correction
1
Bias
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
CDS basis
1
CUSUM
1
Capital income
1
Correlation
1
Credit derivative
1
Estimation
1
Gaussian fractionally integrated processes
1
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Kurozumi, Eiji
2
Bardet, Jean-Marc
1
Born, Benjamin
1
Canepa, Alessandra
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Game, Aaron
1
Haldrup, Niels
1
Hsiao, Cheng
1
Iacone, Fabrizio
1
Leybourne, Stephen James
1
Montañés, Antonio
1
Rambaccussing, Dooruj
1
Sanhaji, Bilel
1
Sansó, Andreu
1
Skrobotov, Anton
1
Tayanagi, Toshikazu
1
Taylor, Robert
1
Wang, Cindy Shin Huei
1
Wu, Jason
1
more ...
less ...
Published in...
All
Journal of time series econometrics
Journal of econometrics
83
Econometric theory
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
29
Econometric reviews
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International journal of forecasting
13
Econometrics : open access journal
12
The econometrics journal
12
Applied economics letters
10
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Oxford bulletin of economics and statistics
10
Journal of applied econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of the American Statistical Association : JASA
7
Macroeconomic dynamics
7
Applied economics
6
Computational economics
6
International economic review
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of financial econometrics
4
The review of financial studies
4
Economics bulletin : EB
3
Journal of economic surveys
3
Journal of empirical finance
3
Quantitative economics : QE ; journal of the Econometric Society
3
The empirical economics letters : a monthly international journal of economics
3
The journal of risk model validation
3
Central European journal of economic modelling and econometrics
2
Finance research letters
2
Journal of econometric methods
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
Journal of quantitative economics
2
Journal of risk and financial management : JRFM
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
10
Real-time monitoring test for realized volatility
Wang, Cindy Shin Huei
;
Hsiao, Cheng
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009753112
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->