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type:"article"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Statistical test
32
Statistischer Test
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Theorie
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Theory
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Estimation
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Schätzung
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ARCH model
6
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1997-1998
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Cooper, Joseph C.
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American journal of agricultural economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
321
Economics letters
156
Econometric reviews
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Econometric theory
117
Applied economics letters
74
The econometrics journal
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
65
Journal of applied econometrics
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
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42
International journal of forecasting
40
Journal of the American Statistical Association : JASA
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Oxford bulletin of economics and statistics
30
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Quantitative economics : QE ; journal of the Econometric Society
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Journal of banking & finance
21
European journal of operational research : EJOR
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Journal of empirical finance
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Journal of financial econometrics
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The review of economics and statistics
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Journal of time series econometrics
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Macroeconomic dynamics
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Finance research letters
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The review of financial studies
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Applied financial economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of production research
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Jahrbücher für Nationalökonomie und Statistik
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The European journal of finance
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International economic review
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Regional science & urban economics
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Organizational research methods : ORM
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ECONIS (ZBW)
32
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1
The effect of the conservation reserve program on rural economies : deriving a statistical verdict from a null finding
Brown, Jason P.
;
Lambert, Dayton M.
;
Wojan, Timothy R.
- In:
American journal of agricultural economics
101
(
2019
)
2
,
pp. 528-540
Persistent link: https://www.econbiz.de/10012114674
Saved in:
2
Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10011987757
Saved in:
3
Specification testing in Hawkes models
Gresnigt, Francine
;
Kole, Erik
;
Franses, Philip Hans
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10011658747
Saved in:
4
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
5
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
6
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
7
A generalized stepwise procedure with improved power for multiple inequalities testing
Hsu, Yu-Chien
;
Kuan, Chung-ming
;
Yen, Meng-Feng
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 730-755
Persistent link: https://www.econbiz.de/10010512283
Saved in:
8
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
9
Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong
;
Hui, Yongchang
;
Wong, Wing Keung
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 703-732
Persistent link: https://www.econbiz.de/10009671870
Saved in:
10
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
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