//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Durbin-Watson-Test"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
17
Statistischer Test
17
Theorie
10
Theory
10
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
3
Correlation
3
Estimation theory
3
Korrelation
3
Multivariate Verteilung
3
Multivariate distribution
3
Schätztheorie
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Structural break
3
Strukturbruch
3
structural break
3
Ausreißer
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Kapitaleinkommen
2
Outliers
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Risikomaß
2
Risk measure
2
copula
2
1965-2010
1
ARCH model
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
17
Working Paper
17
Graue Literatur
8
Non-commercial literature
8
Language
All
English
16
German
1
Author
All
Wied, Dominik
8
Bücher, Axel
3
Ziggel, Daniel
3
Arnold, Matthias
2
Birke, Melanie
2
Bissantz, Nicolai
2
Berens, Tobias
1
Berghaus, Betina
1
Bücker, Michael
1
Dehling, Herold
1
Dette, Holger
1
Frondel, Manuel
1
Galeano, Pedro
1
Jäschke, Stefan
1
Kampen, Maarten van
1
Krämer, Walter
1
Löser, Robert
1
Messow, Philip
1
Mutschler, Willi
1
Neumeyer, Natalie
1
Posch, Peter N.
1
Preuß, Philip
1
Schmidtke, Philipp
1
Vance, Colin
1
Vetter, Mathias
1
Vogel, Daniel
1
more ...
less ...
Institution
All
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Published in...
All
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
72
Cowles Foundation discussion paper
53
Discussion paper series / IZA
45
Cowles Foundation Discussion Paper
41
Discussion paper / Tinbergen Institute
38
NBER Working Paper
34
CREATES research paper
32
Discussion papers of interdisciplinary research project 373
31
NBER working paper series
30
Cambridge working papers in economics
28
Working paper
27
Econometrics : open access journal
26
CESifo working papers
25
IZA Discussion Paper
25
SFB 649 discussion paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Discussion paper / Center for Economic Research, Tilburg University
22
CEMFI working paper
17
Cardiff economics working papers
17
Quantitative economics : QE ; journal of the Econometric Society
17
ECARES working paper
16
Econometric Institute research papers
16
IHS economics series : working paper
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion paper
14
School of Economics working papers / The University of Adelaide, School of Economics
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
CESifo Working Paper Series
12
Econometrics papers
12
Reihe Ökonomie
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
CentER Discussion Paper Series
10
Discussion papers / Graduate School of Economics, Hitotsubashi University
10
IEAS working paper
10
Ruhr economic papers
10
Working papers series in theoretical and applied economics
10
Department of Economics discussion paper series / University of Oxford
9
Discussion papers in economics
9
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
2
Higher-order statistics for DSGE models
Mutschler, Willi
-
2016
Persistent link: https://www.econbiz.de/10011569401
Saved in:
3
New backtests for unconditional coverage of the expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011569406
Saved in:
4
A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
-
2013
Persistent link: https://www.econbiz.de/10009776171
Saved in:
5
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793510
Saved in:
6
Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip
-
2013
Persistent link: https://www.econbiz.de/10009793512
Saved in:
7
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
-
2013
Persistent link: https://www.econbiz.de/10009716299
Saved in:
8
Multiple break detection in the correlation structure of financial returns
Galeano, Pedro
;
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379510
Saved in:
9
CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379646
Saved in:
10
Testing semiparametric hypotheses in locally stationary processes
Preuß, Philip
;
Vetter, Mathias
;
Dette, Holger
-
2011
Persistent link: https://www.econbiz.de/10009153837
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->