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subject:"Strukturbruch"
~isPartOf:"Econometric reviews"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Strukturbruch
Monte Carlo simulation
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Statistical test
133
Statistischer Test
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70
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70
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56
Schätztheorie
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Dufour, Jean-Marie
2
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1
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1
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Econometric reviews
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9
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Cambridge working papers in economics
5
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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IHS economics series : working paper
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International journal of forecasting
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Reihe Ökonomie
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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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
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Finance research letters
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SFB 649 discussion paper
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
4
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ECONIS (ZBW)
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1
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
2
Improved confidence sets for the date of a structural break
Yamazaki, Daisuke
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 257-289
Persistent link: https://www.econbiz.de/10012515598
Saved in:
3
A projection-based nonparametric test of conditional quantile independence
Nedeljkovic, Milan
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012181535
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
6
Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Sriananthakumar, Sivagowry
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10012181311
Saved in:
7
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
8
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
9
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
10
Structural change tests for GEL criteria
Guay, Alain
;
Lamarche, Jean-François
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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