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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"Regressionsanalyse"
~subject:"Theory"
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Regressionsanalyse
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
169
Economics letters
94
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72
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66
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
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48
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A convergent t-statistic in spurious regressions
Sun, Yixiao
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2003
Persistent link: https://www.econbiz.de/10001753294
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2
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
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2003
Persistent link: https://www.econbiz.de/10001753309
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3
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
Saved in:
4
Tests of conditional predictive ability
Giacomini, Raffaella
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778124
Saved in:
5
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118431
Saved in:
6
Bootstrapping the information matrix test
Stomberg, Christopher
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001500671
Saved in:
7
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
Saved in:
8
Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Aparicio Acosta, Felipe M.
;
Granger, C. W. J.
-
1995
Persistent link: https://www.econbiz.de/10000914254
Saved in:
9
Specification testing in Markov-switching time-series models
Hamilton, James D.
-
1995
Persistent link: https://www.econbiz.de/10000929609
Saved in:
10
Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne
;
Elliott, Graham
;
Stock, …
-
1995
Persistent link: https://www.econbiz.de/10000929623
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