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subject:"USA"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
~subject:"Monte-Carlo-Simulation"
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USA
Autocorrelation
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Statistical test
73
Statistischer Test
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Estimation theory
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Gu, Jiaying
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1
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1
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1
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The econometrics journal
Journal of econometrics
36
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29
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19
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The review of financial studies
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8
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8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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7
American journal of agricultural economics
6
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6
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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International journal of forecasting
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School of Economics working papers / The University of Adelaide, School of Economics
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Oxford bulletin of economics and statistics
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1
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
2
Oracle and adaptive false discovery rate controlling methods for one‐sided testing : theory and application in treatment effect evaluation
Gu, Jiaying
;
Shen, Shu
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 11-35
Persistent link: https://www.econbiz.de/10012166593
Saved in:
3
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
4
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
5
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
6
Misspecification tests based on quantile residuals
Kalliovirta, Leena
- In:
The econometrics journal
15
(
2012
)
2
,
pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
Saved in:
7
Test statistics for prospect and Markowitz stochastic dominances with applications
Bai, Zhidong
;
Li, Hua
;
Liu, Huixia
;
Wong, Wing Keung
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 278-303
Persistent link: https://www.econbiz.de/10009382631
Saved in:
8
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
9
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
10
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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