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subject:"Structural break"
~isPartOf:"Econometric theory"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Correlation"
~subject:"Estimation"
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Search: subject_exact:"Hypothesis testing"
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Structural break
Correlation
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Statistical test
145
Statistischer Test
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49
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Econometric theory
Oxford bulletin of economics and statistics
Journal of econometrics
63
Economics letters
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Applied economics letters
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
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International journal of forecasting
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OECD Guidelines for the Testing of Chemicals, Section 2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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1
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
2
A nonparametric test of significant variables in gradients
Yao, Feng
;
Wang, Taining
- In:
Econometric theory
37
(
2021
)
5
,
pp. 959-1003
Persistent link: https://www.econbiz.de/10012656390
Saved in:
3
A portmanteau test for correlation in short panels
Jochmans, Koen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
Saved in:
4
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
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5
On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
33
(
2017
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
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6
Testing for granger causality in moments
Chen, Yi-Ting
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10011494689
Saved in:
7
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
8
A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric theory
30
(
2014
)
2
,
pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
Saved in:
9
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:
10
Variable selection in cross-section regressions : comparisons and extensions
Deckers, Thomas
;
Hanck, Christopher
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
6
,
pp. 841-873
Persistent link: https://www.econbiz.de/10010474810
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