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subject:"Statistical test"
~person:"Cai, Zongwu"
~person:"Hansen, Bruce E."
~subject:"1956-1999"
~subject:"Estimation theory"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
1956-1999
Estimation theory
Autocorrelation
13
Autokorrelation
13
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7
Regression analysis
6
Regressionsanalyse
6
Statistischer Test
6
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1960-1999
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Autoregressive errors
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Estimation
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1959-1996
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Cai, Zongwu
Hansen, Bruce E.
Lee, Lung-fei
30
Phillips, Peter C. B.
29
Sun, Yixiao
29
Baltagi, Badi H.
13
Jin, Fei
12
Prucha, Ingmar R.
10
Teräsvirta, Timo
10
Andrews, Donald W. K.
9
Kelejian, Harry H.
9
Koopman, Siem Jan
9
Krämer, Walter
8
Stock, James H.
8
Sul, Donggyu
8
Vogelsang, Timothy J.
8
Wang, Hansheng
8
Cavaliere, Giuseppe
7
Egger, Peter
7
Hafner, Christian M.
7
Liu, Long
7
Okui, Ryo
7
Robinson, Peter M.
7
Rossi, Francesca
7
Sun, Yiguo
7
Badinger, Harald
6
Giersbergen, Noud P. A. van
6
Gupta, Abhimanyu
6
Hayakawa, Kazuhiko
6
Jin, Sainan
6
Kim, Woocheol
6
Li, Dong
6
Psaradakis, Zacharias G.
6
Bao, Yong
5
Chang, Tsangyao
5
Cubadda, Gianluca
5
Fingleton, Bernard
5
Guggenberger, Patrik
5
Hanck, Christoph
5
Herwartz, Helmut
5
Inoue, Atsushi
5
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Working papers series in theoretical and applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Peter C. B. Phillips
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of economic surveys
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Surveys in economic dynamics
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ECONIS (ZBW)
11
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1
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
2
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
3
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
Saved in:
4
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
5
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk
Hansen, Bruce E.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 3-21)
.
2014
Persistent link: https://www.econbiz.de/10010442881
Saved in:
6
Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 142-155
Persistent link: https://www.econbiz.de/10008826867
Saved in:
7
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
8
Testing for linearity
Hansen, Bruce E.
- In:
Surveys in economic dynamics
,
(pp. 47-72)
.
2000
Persistent link: https://www.econbiz.de/10001640424
Saved in:
9
Testing for linearity
Hansen, Bruce E.
- In:
Journal of economic surveys
13
(
1999
)
5
,
pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
Saved in:
10
Testing for linearity
Hansen, Bruce E.
-
1999
Persistent link: https://www.econbiz.de/10001409907
Saved in:
1
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