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~isPartOf:"CREATES research paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"SSE EFI working paper series in economics and finance"
~isPartOf:"The econometrics journal"
~subject:"Statistischer Test"
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Search: subject_exact:"Autocorrelation"
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Statistischer Test
Autocorrelation
74
Autokorrelation
73
Theorie
45
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45
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27
Zeitreihenanalyse
27
Estimation theory
26
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Sun, Yixiao
2
Teräsvirta, Timo
2
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1
Demetrescu, Matei
1
Guo, Gangzheng
1
Hafner, Christian M.
1
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1
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1
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1
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1
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1
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1
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1
Robinson, Peter M.
1
Rossi, Francesca
1
Seong, Dakyung
1
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1
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CREATES research paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
SSE EFI working paper series in economics and finance
The econometrics journal
Journal of econometrics
21
Econometric reviews
12
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics letters
5
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4
Regional science & urban economics
4
Columbia economics discussion paper series / Department of Economics, Columbia University
3
Cowles Foundation discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Tinbergen Institute
3
Recent work / Department of Economics, UC San Diego
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Applied financial economics
2
Cambridge working papers in economics
2
Discussion paper / Department of Economics, University of California San Diego
2
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2
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2
Discussion papers of interdisciplinary research project 373
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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2
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2
Paradigm : the journal of Institute of Management Technology
2
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Reihe Ökonometrie
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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The empirical economics letters : a monthly international journal of economics
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30th anniversary edition
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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ECONIS (ZBW)
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
3
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:
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
A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit
;
Teräsvirta, Timo
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
Saved in:
8
Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian
;
Krämer, Walter
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 406-417
Persistent link: https://www.econbiz.de/10003209171
Saved in:
9
The error in rejection probability of simple autocorrelation robust tests
Jansson, Michael
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 937-946
Persistent link: https://www.econbiz.de/10002095860
Saved in:
10
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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