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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Working paper / Institute for Empirical Research in Economics, University of Zürich"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
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Search: subject_exact:"Testtheorie"
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Nichtparametrisches Verfahren
Time series analysis
Statistical test
17
Statistischer Test
17
Nonparametric statistics
7
Theorie
7
Theory
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Estimation theory
6
Schätztheorie
6
Zeitreihenanalyse
4
Bootstrap
2
ARCH model
1
ARCH-Modell
1
Cointegration
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Conditional expectation
1
Conditional moment restrictions
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Core
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Cramér-von Mises distance
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Cramérvon Mises test
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Discrete choice
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Estimation
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GARCH model
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HAC inference
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Hedge fund
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Hedgefonds
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Kointegration
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Kolmogorov-Smirnov test
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Markov chain
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Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
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1
Multiple Regression
1
Multiple regression
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Non-commercial literature
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Wolf, Michael
4
Romano, Joseph P.
3
Shaikh, Azeem M.
2
Cavaliere, Giuseppe
1
Kristensen, Dennis
1
Perera, Indeewara
1
Rahbek, Anders
1
Sørensen, Jesper R.-V.
1
Wunderli, Dan
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Discussion papers / Department of Economics, University of Copenhagen
Working paper / Institute for Empirical Research in Economics, University of Zürich
Journal of econometrics
106
Econometric theory
43
Economics letters
42
Econometric reviews
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
The econometrics journal
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Cowles Foundation discussion paper
17
CREATES research paper
16
Cowles Foundation Discussion Paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Applied economics letters
14
International journal of forecasting
14
Working paper
14
Discussion paper / Center for Economic Research, Tilburg University
13
Journal of the American Statistical Association : JASA
12
Journal of time series econometrics
12
Discussion paper / Tinbergen Institute
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
SFB 649 discussion paper
11
Applied economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of applied econometrics
10
Cambridge working papers in economics
9
Discussion papers of interdisciplinary research project 373
9
Econometrics : open access journal
9
Macroeconomic dynamics
9
Oxford bulletin of economics and statistics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Computational economics
7
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
7
ECARES working paper
7
Journal of financial econometrics
6
NBER Working Paper
6
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
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3
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10003942044
Saved in:
4
Consonance and the closure method in multiple testing
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
-
2009
Persistent link: https://www.econbiz.de/10003942222
Saved in:
5
Fund-of-funds construction by statistical multiple testing methods
Wolf, Michael
;
Wunderli, Dan
-
2009
Persistent link: https://www.econbiz.de/10003942225
Saved in:
6
Balanced control of generalized error rates
Romano, Joseph P.
;
Wolf, Michael
-
2008
Persistent link: https://www.econbiz.de/10003804164
Saved in:
7
Formalized data snooping based on generalized error rates
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
-
2005
Persistent link: https://www.econbiz.de/10003294022
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