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~accessRights:"free"
~person:"Psaradakis, Zacharias G."
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
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Nichtparametrisches Verfahren
Time series analysis
Statistical test
6
Statistischer Test
6
Zeitreihenanalyse
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Estimation theory
3
Schätztheorie
3
Theorie
3
Theory
3
Weak dependence
3
Autocorrelation
2
Autokorrelation
2
Autoregressive sieve bootstrap
2
Stationary bootstrap
2
Symmetry
2
Autoregressive sieve Bootstrap
1
Bubbles
1
Börsenkurs
1
Capital income
1
Cross-correlation
1
Distance test
1
Einheitswurzeltest
1
Estimation
1
Fractionally integrated process
1
Hyperinflation
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Markov-switching autoregressive model
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinearity
1
Normality
1
Normality test
1
Portmanteau test
1
Schätzung
1
Share price
1
Sieve bootstrap
1
Spekulationsblase
1
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5
Graue Literatur
5
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5
Working Paper
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English
6
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Psaradakis, Zacharias G.
Dette, Holger
19
Phillips, Peter C. B.
19
Gao, Jiti
13
Hallin, Marc
10
Werker, Bas J. M.
10
Diks, Cees G. H.
9
Kristensen, Dennis
9
Pesaran, M. Hashem
9
Sibbertsen, Philipp
9
Kunst, Robert M.
8
Costantini, Mauro
7
Neumeyer, Natalie
7
Sun, Yixiao
7
Urga, Giovanni
7
Whang, Yoon-jae
7
Andreou, Elena
6
Breunig, Christoph
6
Cai, Zongwu
6
Chen, Xiaohong
6
Einmahl, John H. J.
6
Hinloopen, Jeroen
6
Kapetanios, George
6
Lee, Sokbae
6
Teräsvirta, Timo
6
Wagenvoort, Rien
6
Wolf, Michael
6
Andrews, Donald W. K.
5
Arai, Yoichi
5
Bücher, Axel
5
Dalla, Violetta
5
Fang, Ying
5
Fiorentini, Gabriele
5
Gunter, Ulrich
5
Hsu, Yu-Chin
5
Kitagawa, Toru
5
Kolesár, Michal
5
Laeven, Roger J. A.
5
Lavergne, Pascal
5
McAleer, Michael
5
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Birkbeck working papers in economics and finance : BWPEF
4
NBS working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
6
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On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Bootstrap assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2018
Persistent link: https://www.econbiz.de/10012134646
Saved in:
3
Bootstrap-assisted tests of symmetry for dependent data
Psaradakis, Zacharias G.
;
Vávra, Márian
-
2018
Persistent link: https://www.econbiz.de/10011903680
Saved in:
4
Normality tests for dependent data : large-sample and bootstrap approaches
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2017
Persistent link: https://www.econbiz.de/10011751320
Saved in:
5
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
Saved in:
6
A distance test of normality for a wide class of stationary processes
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350566
Saved in:
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